+14.8%
SOFI vs KEY
+41.1%
-26.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | 0.0% |
| 7D | +5.6% | +2.7% | +2.9% | +3.9% |
| 30D | -2.0% | -3.2% | +1.2% | 0.0% |
| 3M | +9.2% | +1.0% | +8.2% | +8.5% |
| 6M | -4.7% | +11.9% | -16.6% | -11.3% |
| YTD | -31.2% | +8.7% | -39.9% | -34.8% |
| 1Y | -30.6% | +18.5% | -49.1% | -37.9% |
| 3Y | +110.6% | +124.0% | -13.3% | +34.4% |
| All | +14.8% | +41.1% | -26.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling