+42.0%
SOFI vs IR
+60.6%
-18.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -4.9% | -4.5% | -0.4% | -1.2% |
| 30D | -3.5% | -13.9% | +10.5% | +9.4% |
| 3M | +3.9% | -0.3% | +4.2% | +3.2% |
| 6M | -6.5% | -14.3% | +7.8% | +4.9% |
| YTD | -33.8% | -7.9% | -26.0% | -31.5% |
| 1Y | -33.3% | -9.9% | -23.4% | -30.1% |
| 3Y | +94.6% | +6.5% | +88.1% | +73.4% |
| 5Y | +13.3% | +34.0% | -20.8% | -19.4% |
| All | +42.0% | +60.6% | -18.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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