-6.5%
SOFI vs GNRC
-11.7%
+5.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -3.5% | -15.7% | +12.3% | -3.2% |
| 3M | +3.9% | -27.3% | +31.2% | +2.6% |
| 6M | -6.5% | -12.1% | +5.5% | -1.4% |
| All | -6.5% | -11.7% | +5.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 6mo: compounded portfolio wealth divided by compounded GNRC 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…
6mo analysis · Full analysis span regression · 6 months rolling