+42.0%
SOFI vs DG
-35.3%
+77.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.5% |
| 7D | -2.9% | -4.8% | +2.0% | -2.3% |
| 30D | -4.4% | +1.8% | -6.1% | -4.6% |
| 3M | +5.2% | +14.5% | -9.2% | +3.4% |
| 6M | -7.8% | -13.6% | +5.8% | -7.0% |
| YTD | -33.8% | -4.8% | -29.0% | -33.9% |
| 1Y | -33.3% | +21.6% | -54.8% | -35.0% |
| 3Y | +102.7% | +4.5% | +98.2% | +98.8% |
| 5Y | +10.5% | -38.5% | +48.9% | +27.8% |
| All | +42.0% | -35.3% | +77.4% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling