+110.6%
SOFI vs D
+65.5%
+45.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +5.6% | +0.8% | +4.9% | +5.5% |
| 30D | -2.0% | -0.7% | -1.3% | -1.9% |
| 3M | +9.2% | +2.1% | +7.1% | +8.5% |
| 6M | -4.7% | +6.8% | -11.5% | -6.3% |
| YTD | -31.2% | +16.5% | -47.7% | -33.7% |
| 1Y | -30.6% | +19.2% | -49.8% | -33.8% |
| 3Y | +110.6% | +61.9% | +48.8% | +73.7% |
| All | +110.6% | +65.5% | +45.1% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling