+42.0%
SOFI vs INDA
+27.8%
+14.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | -0.6% |
| 7D | -4.9% | -2.7% | -2.3% | -1.6% |
| 30D | -3.5% | -2.8% | -0.7% | +0.2% |
| 3M | +3.9% | +1.6% | +2.3% | +2.2% |
| 6M | -6.5% | -1.4% | -5.1% | -4.4% |
| YTD | -33.8% | -10.1% | -23.7% | -24.2% |
| 1Y | -33.3% | -8.8% | -24.5% | -25.0% |
| 3Y | +94.6% | +7.6% | +87.0% | +76.9% |
| 5Y | +13.3% | +5.8% | +7.5% | +4.4% |
| All | +42.0% | +27.8% | +14.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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