+49.3%
SOFI vs ISRG
+33.2%
+16.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.0% |
| 7D | +0.9% | -1.6% | +2.5% | +2.0% |
| 30D | -0.2% | -2.3% | +2.1% | +1.2% |
| 3M | +6.2% | -12.4% | +18.7% | +13.8% |
| 6M | -2.6% | -26.8% | +24.3% | +18.1% |
| YTD | -30.4% | -35.3% | +4.8% | -8.1% |
| 1Y | -28.2% | -19.3% | -8.9% | -21.0% |
| 3Y | +107.3% | +18.1% | +89.1% | +72.2% |
| 5Y | +20.2% | +2.6% | +17.5% | -2.3% |
| All | +49.3% | +33.2% | +16.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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