+41.1%
SOFI vs LOW
+36.2%
+4.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.1% |
| 7D | -7.0% | -2.6% | -4.4% | -5.1% |
| 30D | -4.3% | -11.1% | +6.9% | +4.7% |
| 3M | +8.4% | -8.5% | +16.9% | +15.3% |
| 6M | -5.9% | -20.8% | +14.9% | +11.5% |
| YTD | -34.3% | -17.2% | -17.0% | -26.0% |
| 1Y | -32.6% | -24.7% | -7.8% | -18.2% |
| 3Y | +101.3% | -9.7% | +111.0% | +106.3% |
| 5Y | +12.6% | +6.0% | +6.6% | +2.5% |
| All | +41.1% | +36.2% | +4.9% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling