+94.6%
SOFI vs ICE
+41.6%
+53.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -4.9% | -2.4% | -2.5% | -3.4% |
| 30D | -3.5% | +4.0% | -7.5% | -6.0% |
| 3M | +3.9% | +13.7% | -9.8% | -5.7% |
| 6M | -6.5% | +0.9% | -7.5% | -7.1% |
| YTD | -33.8% | -2.1% | -31.7% | -33.7% |
| 1Y | -33.3% | -9.5% | -23.8% | -27.8% |
| 3Y | +94.6% | +42.1% | +52.5% | +23.6% |
| All | +94.6% | +41.6% | +53.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling