-46.7%
SOFI vs DFNS
-99.7%
+53.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -19.6% | +11.9% | -7.0% |
| 7D | -8.9% | -37.4% | +28.5% | -7.5% |
| 30D | +1.8% | -65.8% | +67.6% | +5.4% |
| 3M | -12.1% | -95.0% | +82.9% | -3.5% |
| 6M | +0.1% | -95.8% | +96.0% | +30.5% |
| YTD | -38.7% | -99.5% | +60.8% | +16.7% |
| 1Y | -46.7% | -99.7% | +53.1% | +15.7% |
| All | -46.7% | -99.7% | +53.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling