+15.0%
SOFI vs LIN
+61.6%
-46.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.8% |
| 7D | +0.9% | -2.1% | +3.0% | +2.6% |
| 30D | -0.2% | -2.4% | +2.3% | +1.6% |
| 3M | +6.2% | -5.6% | +11.8% | +10.0% |
| 6M | -2.6% | -3.4% | +0.8% | -1.8% |
| YTD | -30.4% | +13.1% | -43.5% | -39.4% |
| 1Y | -28.2% | +2.5% | -30.7% | -31.8% |
| 3Y | +107.3% | +27.6% | +79.7% | +58.2% |
| All | +15.0% | +61.6% | -46.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling