+42.0%
SOFI vs DOW
-28.5%
+70.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -2.9% | -6.0% | +3.2% | -0.7% |
| 30D | -4.4% | -2.7% | -1.6% | -3.7% |
| 3M | +5.2% | -10.5% | +15.7% | +8.4% |
| 6M | -7.8% | -12.4% | +4.7% | -7.4% |
| YTD | -33.8% | +30.0% | -63.8% | -46.4% |
| 1Y | -33.3% | +27.8% | -61.1% | -46.4% |
| 3Y | +102.7% | -34.9% | +137.6% | +135.9% |
| 5Y | +10.5% | -35.9% | +46.3% | +28.8% |
| All | +42.0% | -28.5% | +70.6% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling