-42.2%
SOFI vs DHI
+9.4%
-51.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +0.9% |
| 7D | +1.4% | +9.8% | -8.4% | -2.0% |
| 30D | +9.2% | +17.8% | -8.7% | +2.8% |
| 3M | -7.1% | +4.7% | -11.8% | -9.1% |
| 6M | +7.3% | +10.0% | -2.8% | +3.0% |
| YTD | -33.6% | +10.0% | -43.6% | -38.4% |
| All | -42.2% | +9.4% | -51.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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