-37.4%
SOFI vs IRE
-82.8%
+45.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.2% | -11.4% | -2.4% |
| 7D | +5.6% | +58.9% | -53.3% | -0.5% |
| 30D | -2.0% | +17.2% | -19.2% | -5.1% |
| 3M | +9.2% | -58.6% | +67.8% | +13.4% |
| 6M | -4.7% | -23.5% | +18.8% | -14.0% |
| YTD | -31.2% | -47.4% | +16.2% | -39.7% |
| All | -37.4% | -82.8% | +45.5% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling