-33.3%
SOFI vs KRE
+16.5%
-49.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.9% | -1.8% | -3.1% | -3.4% |
| 30D | -3.5% | -4.5% | +1.0% | +0.4% |
| 3M | +3.9% | +2.7% | +1.2% | +1.1% |
| 6M | -6.5% | +16.9% | -23.4% | -18.7% |
| YTD | -33.8% | +15.4% | -49.2% | -42.0% |
| 1Y | -33.3% | +16.1% | -49.4% | -44.1% |
| All | -33.3% | +16.5% | -49.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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