+37.3%
SOFI vs LIN
+111.1%
-73.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +6.0% | +7.6% | -1.6% | +0.7% |
| 3M | -8.9% | +6.5% | -15.4% | -13.0% |
| 6M | +6.3% | +6.2% | +0.2% | +0.6% |
| YTD | -36.0% | +23.2% | -59.3% | -46.7% |
| 1Y | -40.6% | +25.4% | -66.0% | -51.2% |
| 3Y | +144.5% | +38.3% | +106.2% | +83.9% |
| 5Y | -24.3% | +64.4% | -88.8% | -52.3% |
| All | +37.3% | +111.1% | -73.8% | -15.6% |
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