-40.8%
SOFI vs IAU
+2.6%
-43.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | 0.0% | +1.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +9.2% | -1.9% | +11.0% | +10.6% |
| 3M | -7.1% | -0.4% | -6.6% | -6.2% |
| 6M | +7.3% | -10.1% | +17.4% | +14.5% |
| YTD | -33.6% | -5.9% | -27.7% | -38.0% |
| 1Y | -40.8% | +2.9% | -43.7% | -60.9% |
| All | -40.8% | +2.6% | -43.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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