+47.6%
SOFI vs DT
+15.4%
+32.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +1.0% |
| 7D | +5.6% | -4.9% | +10.5% | +9.1% |
| 30D | -2.0% | +2.7% | -4.7% | -4.4% |
| 3M | +9.2% | +20.0% | -10.8% | -6.1% |
| 6M | -4.7% | +28.0% | -32.7% | -23.8% |
| YTD | -31.2% | +16.0% | -47.2% | -41.5% |
| 1Y | -30.6% | +0.7% | -31.3% | -34.5% |
| 3Y | +110.6% | +6.2% | +104.5% | +86.3% |
| 5Y | +16.4% | -28.1% | +44.6% | +29.1% |
| All | +47.6% | +15.4% | +32.2% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling