+33.4%
SOFI vs DECK
+83.0%
-49.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -6.4% | -0.8% | -5.6% | -6.0% |
| 30D | +6.8% | +4.9% | +2.0% | +4.4% |
| 3M | -9.5% | -5.8% | -3.7% | -7.2% |
| 6M | +0.1% | -8.6% | +8.6% | +3.2% |
| YTD | -37.9% | -14.7% | -23.1% | -35.1% |
| 1Y | -47.4% | +6.9% | -54.3% | -51.6% |
| 3Y | +134.4% | -16.2% | +150.6% | +117.1% |
| 5Y | -29.2% | +25.3% | -54.4% | -55.3% |
| All | +33.4% | +83.0% | -49.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling