-21.6%
SOFI vs DOCS
-21.3%
-0.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | +3.6% | +6.3% | -2.7% | +1.7% |
| 3M | -9.7% | +26.5% | -36.2% | -17.1% |
| 6M | +3.9% | +24.8% | -20.9% | -7.9% |
| YTD | -37.5% | -26.8% | -10.7% | -33.7% |
| 1Y | -46.4% | -38.3% | -8.1% | -39.6% |
| 3Y | +135.9% | +36.0% | +99.8% | +77.8% |
| 5Y | -19.8% | -55.0% | +35.1% | -20.3% |
| All | -21.6% | -21.3% | -0.3% | -24.8% |
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