+28.1%
SOFI vs KEY
+68.5%
-40.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -2.6% | +1.8% | -4.3% | -3.6% |
| 30D | +2.6% | +7.1% | -4.6% | -1.5% |
| 3M | -12.9% | -5.9% | -7.0% | -9.6% |
| 6M | -1.7% | +2.2% | -3.9% | -3.0% |
| YTD | -40.3% | +6.4% | -46.7% | -42.5% |
| 1Y | -51.5% | +24.8% | -76.2% | -57.6% |
| 3Y | +125.2% | +125.2% | 0.0% | +48.3% |
| 5Y | -31.3% | +13.0% | -44.3% | -39.9% |
| All | +28.1% | +68.5% | -40.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling