+14.2%
SOFI vs IOT
+54.1%
-39.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | -4.5% | -0.4% | -3.0% |
| 30D | -3.5% | -2.4% | -1.0% | -2.8% |
| 3M | +3.9% | +19.0% | -15.1% | -6.0% |
| 6M | -6.5% | +19.6% | -26.2% | -17.0% |
| YTD | -33.8% | +8.3% | -42.1% | -40.0% |
| 1Y | -33.3% | -0.8% | -32.5% | -37.5% |
| 3Y | +94.6% | +24.4% | +70.2% | +52.9% |
| All | +14.2% | +54.1% | -39.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 all: compounded portfolio wealth divided by compounded IOT 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…
all analysis · Full analysis span regression · 6 months rolling