+42.0%
SOFI vs DG
-35.3%
+77.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -4.9% | -6.5% | +1.5% | -4.2% |
| 30D | -3.5% | +4.2% | -7.6% | -3.9% |
| 3M | +3.9% | +9.5% | -5.6% | +2.6% |
| 6M | -6.5% | -13.1% | +6.6% | -5.8% |
| YTD | -33.8% | -4.8% | -29.0% | -33.9% |
| 1Y | -33.3% | +20.6% | -53.9% | -35.0% |
| 3Y | +94.6% | +4.9% | +89.7% | +90.7% |
| 5Y | +13.3% | -37.9% | +51.1% | +30.9% |
| All | +42.0% | -35.3% | +77.3% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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