-40.8%
SOFI vs DTE
+5.6%
-46.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.8% |
| 7D | +1.4% | +4.2% | -2.8% | +1.6% |
| 30D | +9.2% | +10.0% | -0.8% | +10.1% |
| 3M | -7.1% | -2.1% | -5.0% | -7.8% |
| 6M | +7.3% | -4.7% | +11.9% | +6.1% |
| YTD | -33.6% | +9.3% | -42.9% | -39.3% |
| 1Y | -40.8% | +6.6% | -47.4% | -43.5% |
| All | -40.8% | +5.6% | -46.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling