-40.8%
SOFI vs KEYS
+55.9%
-96.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.3% | +9.9% | +5.3% |
| 7D | +1.4% | -14.8% | +16.2% | +5.7% |
| 30D | +9.2% | -25.6% | +34.8% | +17.7% |
| 3M | -7.1% | -16.2% | +9.2% | -3.3% |
| 6M | +7.3% | -18.6% | +25.9% | +10.8% |
| YTD | -33.6% | +40.7% | -74.3% | -48.9% |
| 1Y | -40.8% | +59.6% | -100.4% | -59.7% |
| All | -40.8% | +55.9% | -96.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling