+94.6%
SOFI vs DIA
+58.6%
+36.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | -1.7% |
| 7D | -4.9% | -1.6% | -3.4% | -1.2% |
| 30D | -3.5% | -2.0% | -1.4% | +1.9% |
| 3M | +3.9% | +3.6% | +0.3% | -3.9% |
| 6M | -6.5% | +11.5% | -18.0% | -27.1% |
| YTD | -33.8% | +10.4% | -44.2% | -47.1% |
| 1Y | -33.3% | +15.6% | -48.9% | -51.8% |
| 3Y | +94.6% | +58.9% | +35.7% | -37.8% |
| All | +94.6% | +58.6% | +36.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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