+34.2%
SOFI vs GS
+289.5%
-255.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.7% |
| 7D | -2.4% | +1.6% | -4.0% | -3.9% |
| 30D | +3.6% | +1.7% | +1.9% | +2.3% |
| 3M | -9.7% | -11.6% | +1.9% | +2.5% |
| 6M | +3.9% | -1.9% | +5.8% | +4.7% |
| YTD | -37.5% | +5.1% | -42.5% | -41.7% |
| 1Y | -46.4% | +16.4% | -62.8% | -55.1% |
| 3Y | +135.9% | +199.0% | -63.1% | -19.8% |
| 5Y | -19.8% | +157.4% | -177.3% | -70.5% |
| All | +34.2% | +289.5% | -255.3% | -56.6% |
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