+94.7%
SOFI vs IR
+5.7%
+89.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.7% | -2.2% |
| 7D | -2.9% | -1.9% | -1.0% | -1.4% |
| 30D | -4.4% | -15.0% | +10.7% | +8.8% |
| 3M | +5.2% | -0.4% | +5.6% | +4.6% |
| 6M | -7.8% | -15.0% | +7.3% | +3.8% |
| YTD | -33.8% | -7.1% | -26.8% | -32.4% |
| 1Y | -33.3% | -7.5% | -25.7% | -32.2% |
| All | +94.7% | +5.7% | +89.0% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling