-28.9%
SOFI vs DECK
+25.8%
-54.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.5% | -6.2% | -6.9% |
| 7D | -8.9% | +6.0% | -14.9% | -11.6% |
| 30D | +1.8% | +7.4% | -5.7% | -2.0% |
| 3M | -12.1% | -11.7% | -0.5% | -6.8% |
| 6M | +0.1% | -11.0% | +11.1% | +4.7% |
| YTD | -38.7% | -15.4% | -23.4% | -35.7% |
| 1Y | -46.7% | +7.2% | -53.9% | -51.4% |
| 3Y | +100.2% | -11.8% | +112.1% | +69.7% |
| 5Y | -28.9% | +24.3% | -53.3% | -56.3% |
| All | -28.9% | +25.8% | -54.7% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling