+131.1%
SOFI vs D
+74.4%
+56.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -6.4% | -2.4% | -4.0% | -6.1% |
| 30D | +6.8% | +9.0% | -2.2% | +5.5% |
| 3M | -9.5% | +1.0% | -10.5% | -9.6% |
| 6M | +0.1% | +11.0% | -10.9% | -2.0% |
| YTD | -37.9% | +19.8% | -57.6% | -40.3% |
| 1Y | -47.4% | +16.0% | -63.4% | -49.1% |
| All | +131.1% | +74.4% | +56.7% | +77.9% |
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