+12.6%
SOFI vs DIA
+61.6%
-49.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.7% |
| 7D | -7.0% | -3.0% | -4.0% | -0.4% |
| 30D | -4.3% | -3.0% | -1.3% | +2.8% |
| 3M | +8.4% | +4.5% | +3.9% | -0.6% |
| 6M | -5.9% | +9.8% | -15.7% | -22.1% |
| YTD | -34.3% | +9.3% | -43.6% | -45.0% |
| 1Y | -32.6% | +16.0% | -48.5% | -49.8% |
| 3Y | +101.3% | +57.7% | +43.6% | -15.7% |
| 5Y | +12.6% | +63.8% | -51.2% | -53.5% |
| All | +12.6% | +61.6% | -49.1% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling