+42.0%
SOFI vs GS
+340.3%
-298.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.0% |
| 7D | -2.9% | +2.4% | -5.3% | -5.2% |
| 30D | -4.4% | -0.1% | -4.3% | -4.1% |
| 3M | +5.2% | +0.2% | +5.0% | +4.2% |
| 6M | -7.8% | +24.8% | -32.6% | -27.4% |
| YTD | -33.8% | +18.8% | -52.6% | -45.5% |
| 1Y | -33.3% | +37.3% | -70.6% | -52.7% |
| 3Y | +102.7% | +237.9% | -135.2% | -39.0% |
| 5Y | +10.5% | +187.0% | -176.6% | -63.9% |
| All | +42.0% | +340.3% | -298.2% | -59.4% |
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