+119.0%
SOFI vs DFNS
-100.0%
+219.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -1.3% |
| 7D | -4.9% | -6.0% | +1.1% | -4.9% |
| 30D | +8.4% | -71.2% | +79.6% | +8.7% |
| 3M | -16.3% | -94.5% | +78.2% | -15.9% |
| 6M | +0.7% | -96.5% | +97.3% | +0.9% |
| YTD | -41.1% | -99.6% | +58.5% | -41.2% |
| 1Y | -45.7% | -99.7% | +54.0% | -45.8% |
| 3Y | +119.0% | -100.0% | +219.0% | +114.5% |
| All | +119.0% | -100.0% | +219.0% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling