+10.5%
SOFI vs DIS
-42.0%
+52.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -2.9% | -3.0% |
| 7D | -2.9% | -3.5% | +0.7% | +0.3% |
| 30D | -4.4% | +1.0% | -5.3% | -5.5% |
| 3M | +5.2% | +5.7% | -0.5% | -1.3% |
| 6M | -7.8% | +3.3% | -11.0% | -11.9% |
| YTD | -33.8% | -7.7% | -26.1% | -30.2% |
| 1Y | -33.3% | -10.0% | -23.3% | -27.9% |
| 3Y | +102.7% | +31.7% | +71.0% | +46.2% |
| 5Y | +10.5% | -42.2% | +52.7% | +38.3% |
| All | +10.5% | -42.0% | +52.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling