+42.0%
SOFI vs HIG
+209.3%
-167.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.4% | -4.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -4.4% | -2.8% | -1.5% | -3.5% |
| 3M | +5.2% | +6.3% | -1.1% | +2.3% |
| 6M | -7.8% | -0.1% | -7.7% | -8.4% |
| YTD | -33.8% | +0.4% | -34.2% | -34.5% |
| 1Y | -33.3% | +6.2% | -39.5% | -35.7% |
| 3Y | +102.7% | +101.6% | +1.1% | +55.2% |
| 5Y | +10.5% | +119.8% | -109.4% | -17.5% |
| All | +42.0% | +209.3% | -167.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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