+93.4%
SOFI vs DD
+41.5%
+51.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -7.0% | -2.9% | -4.1% | -5.0% |
| 30D | -4.3% | -11.5% | +7.2% | +4.4% |
| 3M | +8.4% | -5.4% | +13.8% | +12.7% |
| 6M | -5.9% | -6.9% | +1.0% | -2.1% |
| YTD | -34.3% | +6.9% | -41.1% | -39.4% |
| 1Y | -32.6% | +35.6% | -68.2% | -49.2% |
| All | +93.4% | +41.5% | +51.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling