+10.5%
SOFI vs D
+5.1%
+5.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | -2.9% | -0.4% | -2.4% | -2.7% |
| 30D | -4.4% | -2.1% | -2.3% | -3.8% |
| 3M | +5.2% | -0.7% | +6.0% | +5.2% |
| 6M | -7.8% | +5.6% | -13.3% | -9.7% |
| YTD | -33.8% | +14.6% | -48.4% | -36.9% |
| 1Y | -33.3% | +15.3% | -48.6% | -36.8% |
| 3Y | +102.7% | +59.1% | +43.6% | +66.3% |
| 5Y | +10.5% | +3.9% | +6.5% | +12.7% |
| All | +10.5% | +5.1% | +5.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling