+49.3%
SOFI vs D
+12.7%
+36.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +0.9% | +1.5% | -0.6% | +0.7% |
| 30D | -0.2% | -2.6% | +2.4% | +0.2% |
| 3M | +6.2% | 0.0% | +6.2% | +6.1% |
| 6M | -2.6% | +7.4% | -9.9% | -4.0% |
| YTD | -30.4% | +15.9% | -46.3% | -32.5% |
| 1Y | -28.2% | +18.1% | -46.3% | -30.7% |
| 3Y | +107.3% | +58.4% | +48.9% | +86.1% |
| 5Y | +20.2% | +5.2% | +15.0% | +8.5% |
| All | +49.3% | +12.7% | +36.7% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling