-28.2%
SOFI vs LOW
-20.7%
-7.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.9% |
| 7D | +0.9% | -1.7% | +2.6% | +1.4% |
| 30D | -0.2% | -7.0% | +6.9% | +1.9% |
| 3M | +6.2% | -0.9% | +7.1% | +6.5% |
| 6M | -2.6% | -20.1% | +17.5% | +2.4% |
| YTD | -30.4% | -13.9% | -16.5% | -28.1% |
| 1Y | -28.2% | -21.1% | -7.1% | -23.3% |
| All | -28.2% | -20.7% | -7.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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