+15.4%
SOFI vs DVA
+46.8%
-31.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.4% |
| 1Y | -33.3% | +36.3% | -69.5% | -37.8% |
| 3Y | +94.6% | +88.6% | +6.0% | +65.6% |
| All | +15.4% | +46.8% | -31.4% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling