+15.4%
SOFI vs HALO
+158.6%
-143.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.9% | -2.7% | -2.2% | -4.1% |
| 30D | -3.5% | +5.3% | -8.8% | -5.0% |
| 3M | +3.9% | +51.6% | -47.7% | -10.5% |
| 6M | -6.5% | +61.3% | -67.8% | -21.5% |
| YTD | -33.8% | +59.3% | -93.1% | -44.6% |
| 1Y | -33.3% | +38.3% | -71.6% | -41.3% |
| 3Y | +94.6% | +185.9% | -91.3% | +17.8% |
| All | +15.4% | +158.6% | -143.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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