+112.6%
SOFI vs GS
+246.3%
-133.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +0.9% | +0.9% | -0.1% | -0.1% |
| 30D | -0.2% | -1.6% | +1.4% | +1.7% |
| 3M | +6.2% | -4.5% | +10.7% | +10.8% |
| 6M | -2.6% | +20.9% | -23.4% | -22.7% |
| YTD | -30.4% | +19.9% | -50.3% | -44.6% |
| 1Y | -28.2% | +41.4% | -69.6% | -53.1% |
| All | +112.6% | +246.3% | -133.7% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling