+47.6%
SOFI vs HDB
-33.0%
+80.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | +0.6% |
| 7D | +5.6% | -2.0% | +7.7% | +6.9% |
| 30D | -2.0% | -4.9% | +2.9% | +0.6% |
| 3M | +9.2% | -2.3% | +11.5% | +9.4% |
| 6M | -4.7% | -23.7% | +19.0% | +9.8% |
| YTD | -31.2% | -38.5% | +7.3% | -10.5% |
| 1Y | -30.6% | -36.5% | +5.8% | -11.8% |
| 3Y | +110.6% | -28.5% | +139.1% | +142.7% |
| 5Y | +16.4% | -37.4% | +53.8% | +44.2% |
| All | +47.6% | -33.0% | +80.7% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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