-33.3%
SOFI vs HYG
+3.1%
-36.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.8% |
| 7D | -4.9% | -0.7% | -4.2% | +0.1% |
| 30D | -3.5% | -0.7% | -2.7% | +2.2% |
| 3M | +3.9% | -0.2% | +4.1% | +6.6% |
| 6M | -6.5% | +1.4% | -8.0% | -11.4% |
| YTD | -33.8% | +1.5% | -35.3% | -37.5% |
| 1Y | -33.3% | +2.9% | -36.2% | -44.3% |
| All | -33.3% | +3.1% | -36.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling