-32.7%
SOFI vs DAR
-27.0%
-5.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.8% |
| 7D | -4.9% | +11.6% | -16.4% | -9.4% |
| 30D | +8.4% | -10.2% | +18.7% | +13.1% |
| 3M | -16.3% | -14.8% | -1.5% | -11.6% |
| 6M | +0.7% | -10.1% | +10.8% | +2.9% |
| YTD | -41.1% | +55.5% | -96.6% | -55.0% |
| 1Y | -45.7% | +61.7% | -107.4% | -59.4% |
| 3Y | +119.0% | +37.2% | +81.9% | +69.3% |
| All | -32.7% | -27.0% | -5.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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