-40.8%
SOFI vs IRE
-97.6%
+56.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.2% | +26.9% | +6.4% |
| 7D | +1.4% | -46.8% | +48.2% | +7.9% |
| 30D | +9.2% | -75.5% | +84.7% | +25.8% |
| 3M | -7.1% | -79.4% | +72.4% | +7.4% |
| 6M | +7.3% | -91.3% | +98.6% | +25.6% |
| YTD | -33.6% | -90.8% | +57.2% | -30.2% |
| 1Y | -40.8% | -97.7% | +56.9% | -28.0% |
| All | -40.8% | -97.6% | +56.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling