+94.7%
SOFI vs DRI
+54.1%
+40.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.1% |
| 7D | -2.9% | -4.8% | +2.0% | -0.9% |
| 30D | -4.4% | -3.9% | -0.4% | -3.0% |
| 3M | +5.2% | +5.1% | +0.1% | +2.1% |
| 6M | -7.8% | +5.5% | -13.3% | -11.0% |
| YTD | -33.8% | +16.5% | -50.3% | -40.0% |
| 1Y | -33.3% | +2.0% | -35.3% | -35.2% |
| All | +94.7% | +54.1% | +40.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling