-22.0%
SOFI vs DOCS
-19.3%
-2.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.4% |
| 7D | -6.4% | -4.2% | -2.2% | -5.0% |
| 30D | +6.8% | +8.6% | -1.8% | +4.0% |
| 3M | -9.5% | +27.2% | -36.7% | -17.1% |
| 6M | +0.1% | +26.5% | -26.4% | -11.7% |
| YTD | -37.9% | -25.0% | -12.9% | -34.7% |
| 1Y | -47.4% | -37.0% | -10.4% | -41.2% |
| 3Y | +134.4% | +39.4% | +95.0% | +75.3% |
| 5Y | -29.2% | -56.7% | +27.5% | -29.7% |
| All | -22.0% | -19.3% | -2.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling