+15.4%
SOFI vs ITOT
+74.3%
-58.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -1.2% |
| 7D | -4.9% | -0.9% | -4.0% | -3.0% |
| 30D | -3.5% | -1.5% | -2.0% | +0.2% |
| 3M | +3.9% | +3.6% | +0.3% | -2.7% |
| 6M | -6.5% | +13.7% | -20.2% | -28.2% |
| YTD | -33.8% | +12.9% | -46.8% | -48.3% |
| 1Y | -33.3% | +17.2% | -50.5% | -50.8% |
| 3Y | +94.6% | +75.6% | +19.0% | -33.1% |
| All | +15.4% | +74.3% | -58.9% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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