+41.1%
SOFI vs DTE
+55.3%
-14.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -7.0% | -2.0% | -5.0% | -6.7% |
| 30D | -4.3% | -2.4% | -1.9% | -3.9% |
| 3M | +8.4% | -7.3% | +15.7% | +9.8% |
| 6M | -5.9% | -7.6% | +1.7% | -4.7% |
| YTD | -34.3% | +5.8% | -40.1% | -35.7% |
| 1Y | -32.6% | +2.3% | -34.9% | -33.4% |
| 3Y | +101.3% | +45.0% | +56.3% | +88.0% |
| 5Y | +12.6% | +33.2% | -20.7% | +11.3% |
| All | +41.1% | +55.3% | -14.3% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling