+42.0%
SOFI vs GNRC
-18.4%
+60.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.8% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -3.5% | -15.7% | +12.3% | +4.9% |
| 3M | +3.9% | -27.3% | +31.2% | +19.2% |
| 6M | -6.5% | -12.1% | +5.5% | -6.9% |
| YTD | -33.8% | +37.1% | -71.0% | -49.9% |
| 1Y | -33.3% | -0.5% | -32.8% | -39.7% |
| 3Y | +94.6% | +61.5% | +33.1% | +30.6% |
| 5Y | +13.3% | -58.6% | +71.8% | +59.4% |
| All | +42.0% | -18.4% | +60.4% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling