+42.0%
SOFI vs DOW
-29.4%
+71.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.4% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | -3.5% | -3.9% | +0.5% | -2.3% |
| 3M | +3.9% | -12.7% | +16.6% | +8.1% |
| 6M | -6.5% | -13.7% | +7.2% | -5.6% |
| YTD | -33.8% | +28.4% | -62.2% | -46.2% |
| 1Y | -33.3% | +21.8% | -55.0% | -45.0% |
| 3Y | +94.6% | -35.7% | +130.3% | +127.4% |
| 5Y | +13.3% | -36.8% | +50.1% | +32.6% |
| All | +42.0% | -29.4% | +71.4% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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