+42.0%
SOFI vs GRMN
+155.3%
-113.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -2.9% |
| 7D | -2.9% | -1.4% | -1.5% | -1.9% |
| 30D | -4.4% | -13.1% | +8.7% | +5.6% |
| 3M | +5.2% | +14.9% | -9.7% | -7.7% |
| 6M | -7.8% | +13.1% | -20.9% | -18.6% |
| YTD | -33.8% | +35.3% | -69.1% | -50.1% |
| 1Y | -33.3% | +16.0% | -49.3% | -43.5% |
| 3Y | +102.7% | +179.6% | -76.9% | -27.5% |
| 5Y | +10.5% | +75.0% | -64.6% | -45.2% |
| All | +42.0% | +155.3% | -113.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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