+42.0%
SOFI vs DBX
+54.6%
-12.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -5.3% |
| 7D | -2.9% | +0.3% | -3.1% | -3.1% |
| 30D | -4.4% | 0.0% | -4.4% | -4.7% |
| 3M | +5.2% | +26.1% | -20.9% | -12.0% |
| 6M | -7.8% | +29.4% | -37.1% | -26.6% |
| YTD | -33.8% | +24.4% | -58.2% | -45.9% |
| 1Y | -33.3% | +10.9% | -44.1% | -40.6% |
| 3Y | +102.7% | +24.1% | +78.6% | +54.6% |
| 5Y | +10.5% | +7.8% | +2.7% | -17.5% |
| All | +42.0% | +54.6% | -12.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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