-28.5%
SOFI vs KEY
+13.3%
-41.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -6.4% | -0.5% | -5.9% | -6.0% |
| 30D | +6.8% | +6.7% | +0.1% | +2.6% |
| 3M | -9.5% | -4.6% | -4.9% | -6.7% |
| 6M | +0.1% | +2.6% | -2.5% | -1.6% |
| YTD | -37.9% | +7.0% | -44.8% | -40.5% |
| 1Y | -47.4% | +23.5% | -70.9% | -54.1% |
| 3Y | +134.4% | +126.4% | +8.0% | +50.1% |
| All | -28.5% | +13.3% | -41.8% | -37.8% |
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