-33.3%
SOFI vs DIS
-6.4%
-26.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -4.9% | +1.2% | -6.1% | -5.6% |
| 30D | -3.5% | +3.2% | -6.7% | -5.5% |
| 3M | +3.9% | +7.0% | -3.1% | -0.8% |
| 6M | -6.5% | +6.4% | -12.9% | -10.9% |
| YTD | -33.8% | -5.6% | -28.2% | -31.2% |
| 1Y | -33.3% | -7.7% | -25.6% | -34.5% |
| All | -33.3% | -6.4% | -26.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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