-32.7%
SOFI vs GS
+154.8%
-187.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.7% |
| 7D | -4.9% | +5.9% | -10.7% | -10.7% |
| 30D | +8.4% | +4.3% | +4.1% | +3.9% |
| 3M | -16.3% | -11.7% | -4.7% | -4.3% |
| 6M | +0.7% | -3.2% | +3.9% | +2.7% |
| YTD | -41.1% | +5.8% | -46.9% | -46.1% |
| 1Y | -45.7% | +16.0% | -61.7% | -55.5% |
| 3Y | +119.0% | +199.8% | -80.7% | -35.8% |
| All | -32.7% | +154.8% | -187.6% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling