+42.0%
SOFI vs IAU
+121.1%
-79.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.9% | -2.0% | -2.9% | -4.1% |
| 30D | -3.5% | -1.5% | -1.9% | -2.7% |
| 3M | +3.9% | +3.3% | +0.6% | +2.8% |
| 6M | -6.5% | -16.2% | +9.7% | -0.5% |
| YTD | -33.8% | +0.7% | -34.5% | -34.0% |
| 1Y | -33.3% | +19.2% | -52.5% | -37.2% |
| 3Y | +94.6% | +124.4% | -29.8% | +39.1% |
| 5Y | +13.3% | +140.0% | -126.8% | -23.7% |
| All | +42.0% | +121.1% | -79.1% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling