-40.8%
SOFI vs LQD
-1.7%
-39.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.9% | +1.2% |
| 7D | +1.4% | +0.4% | +1.0% | +0.1% |
| 30D | +9.2% | +2.6% | +6.5% | +0.3% |
| 3M | -7.1% | -1.7% | -5.4% | -0.8% |
| 6M | +7.3% | -1.9% | +9.2% | +16.3% |
| YTD | -33.6% | -2.2% | -31.4% | -28.4% |
| 1Y | -40.8% | -1.9% | -39.0% | -36.8% |
| All | -40.8% | -1.7% | -39.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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