+15.4%
SOFI vs DD
+56.1%
-40.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.9% | -3.5% | -1.4% | -2.3% |
| 30D | -3.5% | -11.7% | +8.2% | +6.3% |
| 3M | +3.9% | -9.2% | +13.1% | +11.8% |
| 6M | -6.5% | -7.2% | +0.7% | -2.3% |
| YTD | -33.8% | +6.6% | -40.5% | -39.1% |
| 1Y | -33.3% | +32.0% | -65.3% | -49.1% |
| 3Y | +94.6% | +42.1% | +52.5% | +37.0% |
| All | +15.4% | +56.1% | -40.7% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling