+47.6%
SOFI vs IT
+7.9%
+39.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.3% | +1.9% |
| 7D | +5.6% | -9.1% | +14.8% | +9.7% |
| 30D | -2.0% | -7.0% | +5.0% | +0.4% |
| 3M | +9.2% | +7.6% | +1.5% | +2.0% |
| 6M | -4.7% | +2.1% | -6.8% | -9.8% |
| YTD | -31.2% | -31.6% | +0.4% | -20.9% |
| 1Y | -30.6% | -29.9% | -0.7% | -22.2% |
| 3Y | +110.6% | -51.3% | +161.9% | +190.0% |
| 5Y | +16.4% | -44.8% | +61.2% | +43.5% |
| All | +47.6% | +7.9% | +39.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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