-22.3%
SOFI vs DOCS
-21.0%
-1.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | +3.5% | +17.4% | -13.9% | -1.9% |
| 3M | -10.4% | +57.4% | -67.8% | -25.2% |
| 6M | -0.6% | +26.5% | -27.1% | -12.3% |
| YTD | -38.1% | -26.6% | -11.5% | -34.4% |
| 1Y | -40.3% | -48.1% | +7.7% | -28.9% |
| 3Y | +116.4% | +52.6% | +63.8% | +54.8% |
| 5Y | -28.2% | -52.1% | +23.9% | -29.1% |
| All | -22.3% | -21.0% | -1.3% | -25.6% |
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