+37.3%
SOFI vs GS
+287.8%
-250.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.3% | -1.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.1% |
| 30D | +6.0% | +1.2% | +4.8% | +5.2% |
| 3M | -8.9% | -12.4% | +3.5% | +4.3% |
| 6M | +6.3% | -2.3% | +8.7% | +7.7% |
| YTD | -36.0% | +4.6% | -40.6% | -40.1% |
| 1Y | -40.6% | +17.5% | -58.1% | -50.7% |
| 3Y | +144.5% | +202.0% | -57.5% | -17.6% |
| 5Y | -24.3% | +152.4% | -176.7% | -71.8% |
| All | +37.3% | +287.8% | -250.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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