-40.8%
SOFI vs IDXX
-2.6%
-38.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +2.6% |
| 7D | +1.4% | +24.1% | -22.7% | -4.6% |
| 30D | +9.2% | +32.5% | -23.4% | -0.5% |
| 3M | -7.1% | +18.8% | -25.8% | -10.7% |
| 6M | +7.3% | +24.0% | -16.8% | -0.2% |
| YTD | -33.6% | +3.3% | -36.9% | -32.2% |
| 1Y | -40.8% | -3.3% | -37.6% | -35.2% |
| All | -40.8% | -2.6% | -38.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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