+15.4%
SOFI vs DT
-27.6%
+43.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | -4.9% | -1.6% | -3.3% | -3.9% |
| 30D | -3.5% | +3.0% | -6.5% | -6.0% |
| 3M | +3.9% | +26.5% | -22.6% | -14.0% |
| 6M | -6.5% | +35.9% | -42.5% | -28.6% |
| YTD | -33.8% | +17.8% | -51.7% | -44.4% |
| 1Y | -33.3% | +4.1% | -37.3% | -38.3% |
| 3Y | +94.6% | +5.3% | +89.3% | +73.2% |
| All | +15.4% | -27.6% | +43.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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