+15.4%
SOFI vs DOW
-37.7%
+53.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | -3.5% | -3.9% | +0.5% | -2.2% |
| 3M | +3.9% | -12.7% | +16.6% | +8.7% |
| 6M | -6.5% | -13.7% | +7.2% | -5.7% |
| YTD | -33.8% | +28.4% | -62.2% | -48.2% |
| 1Y | -33.3% | +21.8% | -55.0% | -46.9% |
| 3Y | +94.6% | -35.7% | +130.3% | +142.2% |
| All | +15.4% | -37.7% | +53.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling