+12.6%
SOFI vs DRI
+63.5%
-50.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -7.0% | -4.8% | -2.2% | -4.1% |
| 30D | -4.3% | -5.2% | +0.9% | -1.5% |
| 3M | +8.4% | +2.7% | +5.7% | +5.3% |
| 6M | -5.9% | +3.6% | -9.5% | -9.7% |
| YTD | -34.3% | +15.4% | -49.7% | -42.4% |
| 1Y | -32.6% | +1.3% | -33.8% | -35.7% |
| 3Y | +101.3% | +53.1% | +48.2% | +34.2% |
| 5Y | +12.6% | +64.6% | -52.0% | -32.4% |
| All | +12.6% | +63.5% | -50.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling