+49.3%
SOFI vs GS
+344.5%
-295.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +0.9% | +0.9% | -0.1% | 0.0% |
| 30D | -0.2% | -1.6% | +1.4% | +1.6% |
| 3M | +6.2% | -4.5% | +10.7% | +10.6% |
| 6M | -2.6% | +20.9% | -23.4% | -20.9% |
| YTD | -30.4% | +19.9% | -50.3% | -43.2% |
| 1Y | -28.2% | +41.4% | -69.6% | -50.7% |
| 3Y | +107.3% | +239.2% | -131.9% | -37.9% |
| 5Y | +20.2% | +185.0% | -164.9% | -60.8% |
| All | +49.3% | +344.5% | -295.1% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling