+15.4%
SOFI vs DGX
+66.8%
-51.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | 0.0% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | -3.5% | -1.2% | -2.3% | -3.0% |
| 3M | +3.9% | +15.8% | -11.9% | -1.6% |
| 6M | -6.5% | +18.2% | -24.7% | -12.3% |
| YTD | -33.8% | +37.2% | -71.0% | -42.2% |
| 1Y | -33.3% | +30.4% | -63.6% | -40.5% |
| 3Y | +94.6% | +96.7% | -2.1% | +36.3% |
| All | +15.4% | +66.8% | -51.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling