-32.7%
SOFI vs DOCS
-52.4%
+19.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -4.9% | +2.6% | -7.4% | -5.8% |
| 30D | +8.4% | +11.4% | -3.0% | +4.2% |
| 3M | -16.3% | +25.4% | -41.7% | -23.8% |
| 6M | +0.7% | +42.5% | -41.8% | -16.8% |
| YTD | -41.1% | -24.7% | -16.4% | -37.6% |
| 1Y | -45.7% | -32.9% | -12.7% | -39.8% |
| 3Y | +119.0% | +39.6% | +79.4% | +49.4% |
| All | -32.7% | -52.4% | +19.7% | -29.2% |
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