+131.1%
SOFI vs KEY
+127.4%
+3.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.0% |
| 7D | -6.4% | -0.5% | -5.9% | -5.8% |
| 30D | +6.8% | +6.7% | +0.1% | +1.0% |
| 3M | -9.5% | -4.6% | -4.9% | -5.8% |
| 6M | +0.1% | +2.6% | -2.5% | -2.5% |
| YTD | -37.9% | +7.0% | -44.8% | -41.8% |
| 1Y | -47.4% | +23.5% | -70.9% | -57.0% |
| All | +131.1% | +127.4% | +3.7% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling