+33.4%
SOFI vs LIN
+113.6%
-80.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | -6.4% | +0.3% | -6.7% | -6.6% |
| 30D | +6.8% | +8.0% | -1.2% | +1.2% |
| 3M | -9.5% | +7.7% | -17.2% | -14.3% |
| 6M | +0.1% | +5.1% | -5.0% | -4.6% |
| YTD | -37.9% | +24.7% | -62.6% | -48.6% |
| 1Y | -47.4% | +25.1% | -72.5% | -56.7% |
| 3Y | +134.4% | +36.8% | +97.6% | +78.2% |
| 5Y | -29.2% | +67.9% | -97.0% | -55.8% |
| All | +33.4% | +113.6% | -80.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling