+42.0%
SOFI vs DVA
+54.4%
-12.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | -3.5% | 0.0% | -3.5% | -3.5% |
| 3M | +3.9% | -10.9% | +14.8% | +5.0% |
| 6M | -6.5% | +17.3% | -23.8% | -9.8% |
| YTD | -33.8% | +59.8% | -93.6% | -40.5% |
| 1Y | -33.3% | +36.3% | -69.5% | -37.9% |
| 3Y | +94.6% | +88.6% | +6.0% | +65.5% |
| 5Y | +13.3% | +47.5% | -34.3% | -0.4% |
| All | +42.0% | +54.4% | -12.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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