-29.2%
SOFI vs D
+13.0%
-42.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -6.4% | -2.4% | -4.0% | -5.7% |
| 30D | +6.8% | +9.0% | -2.2% | +4.1% |
| 3M | -9.5% | +1.0% | -10.5% | -9.8% |
| 6M | +0.1% | +11.0% | -10.9% | -3.7% |
| YTD | -37.9% | +19.8% | -57.6% | -41.9% |
| 1Y | -47.4% | +16.0% | -63.4% | -50.4% |
| 3Y | +134.4% | +74.4% | +60.1% | +81.1% |
| 5Y | -29.2% | +13.5% | -42.7% | -33.3% |
| All | -29.2% | +13.0% | -42.1% | -33.3% |
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