+42.0%
SOFI vs DTE
+53.3%
-11.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -4.9% | -2.6% | -2.4% | -4.5% |
| 30D | -3.5% | -4.4% | +0.9% | -2.7% |
| 3M | +3.9% | -8.3% | +12.2% | +5.5% |
| 6M | -6.5% | -8.1% | +1.5% | -5.3% |
| YTD | -33.8% | +4.4% | -38.3% | -35.2% |
| 1Y | -33.3% | +0.2% | -33.5% | -33.8% |
| 3Y | +94.6% | +42.6% | +52.0% | +82.2% |
| 5Y | +13.3% | +31.5% | -18.2% | +12.2% |
| All | +42.0% | +53.3% | -11.3% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling