+33.4%
SOFI vs KEY
+69.3%
-36.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | -9.5% | -4.6% | -4.9% | -6.9% |
| 6M | +0.1% | +2.6% | -2.5% | -1.5% |
| YTD | -37.9% | +7.0% | -44.8% | -40.3% |
| 1Y | -47.4% | +23.5% | -70.9% | -53.8% |
| 3Y | +134.4% | +126.4% | +8.0% | +53.9% |
| 5Y | -29.2% | +13.0% | -42.2% | -38.1% |
| All | +33.4% | +69.3% | -36.0% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling