+12.6%
SOFI vs IR
+35.0%
-22.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | -7.0% | -3.1% | -4.0% | -4.4% |
| 30D | -4.3% | -14.0% | +9.7% | +9.6% |
| 3M | +8.4% | +3.7% | +4.7% | +3.7% |
| 6M | -5.9% | -15.4% | +9.5% | +7.6% |
| YTD | -34.3% | -7.7% | -26.6% | -32.2% |
| 1Y | -32.6% | -8.8% | -23.7% | -30.3% |
| 3Y | +101.3% | +5.6% | +95.7% | +72.3% |
| 5Y | +12.6% | +34.3% | -21.8% | -22.6% |
| All | +12.6% | +35.0% | -22.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling