+49.3%
SOFI vs DECK
+77.7%
-28.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -2.3% |
| 7D | +0.9% | -2.2% | +3.1% | +2.0% |
| 30D | -0.2% | -13.6% | +13.4% | +6.9% |
| 3M | +6.2% | -21.2% | +27.5% | +18.2% |
| 6M | -2.6% | -21.1% | +18.5% | +7.9% |
| YTD | -30.4% | -17.2% | -13.2% | -26.2% |
| 1Y | -28.2% | -30.7% | +2.5% | -18.0% |
| 3Y | +107.3% | -3.4% | +110.6% | +72.9% |
| 5Y | +20.2% | +25.5% | -5.4% | -23.3% |
| All | +49.3% | +77.7% | -28.4% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling