-32.1%
SOFI vs D
+16.0%
-48.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -4.1% |
| 7D | -2.9% | -0.4% | -2.4% | -2.9% |
| 30D | -4.4% | -2.1% | -2.3% | -4.7% |
| 3M | +5.2% | -0.7% | +6.0% | +4.8% |
| 6M | -7.8% | +5.6% | -13.3% | -7.6% |
| YTD | -33.8% | +14.6% | -48.4% | -31.8% |
| All | -32.1% | +16.0% | -48.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling