+49.3%
SOFI vs IR
+68.1%
-18.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.6% |
| 7D | +0.9% | -2.8% | +3.7% | +3.4% |
| 30D | -0.2% | -15.1% | +15.0% | +14.3% |
| 3M | +6.2% | +6.1% | +0.2% | +0.1% |
| 6M | -2.6% | -16.8% | +14.2% | +12.0% |
| YTD | -30.4% | -3.5% | -26.9% | -30.7% |
| 1Y | -28.2% | -3.5% | -24.7% | -29.2% |
| 3Y | +107.3% | +9.5% | +97.8% | +80.4% |
| 5Y | +20.2% | +45.1% | -24.9% | -18.5% |
| All | +49.3% | +68.1% | -18.8% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling