+15.4%
SOFI vs KRE
+32.1%
-16.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.9% | -1.8% | -3.1% | -3.2% |
| 30D | -3.5% | -4.5% | +1.0% | +1.0% |
| 3M | +3.9% | +2.7% | +1.2% | +0.9% |
| 6M | -6.5% | +16.9% | -23.4% | -20.0% |
| YTD | -33.8% | +15.4% | -49.2% | -42.9% |
| 1Y | -33.3% | +16.1% | -49.4% | -42.8% |
| 3Y | +94.6% | +85.7% | +8.9% | +9.7% |
| All | +15.4% | +32.1% | -16.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling