-43.4%
SOFI vs IRE
-97.5%
+54.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.1% | -12.7% | -2.1% |
| 7D | -6.4% | -15.1% | +8.8% | -6.1% |
| 30D | +6.8% | -71.4% | +78.2% | +19.6% |
| 3M | -9.5% | -81.2% | +71.7% | +4.6% |
| 6M | +0.1% | -93.7% | +93.8% | +22.4% |
| YTD | -37.9% | -92.2% | +54.4% | -34.4% |
| 1Y | -47.4% | -97.3% | +49.8% | -37.3% |
| All | -43.4% | -97.5% | +54.1% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling