+15.0%
SOFI vs DOCS
-73.4%
+88.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.5% |
| 30D | -0.2% | +21.8% | -22.0% | -9.7% |
| 3M | +6.2% | +27.3% | -21.1% | -5.8% |
| 6M | -2.6% | -0.3% | -2.2% | -7.1% |
| YTD | -30.4% | -40.5% | +10.1% | -19.6% |
| 1Y | -28.2% | -61.5% | +33.3% | -1.8% |
| 3Y | +107.3% | +8.2% | +99.1% | +60.0% |
| All | +15.0% | -73.4% | +88.4% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling