-33.3%
SOFI vs LQD
-2.4%
-30.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.8% |
| 7D | -4.9% | -1.1% | -3.8% | -1.3% |
| 30D | -3.5% | -1.3% | -2.2% | +1.1% |
| 3M | +3.9% | -3.2% | +7.1% | +15.6% |
| 6M | -6.5% | -2.1% | -4.4% | +2.2% |
| YTD | -33.8% | -2.4% | -31.5% | -28.2% |
| 1Y | -33.3% | -2.7% | -30.6% | -23.6% |
| All | -33.3% | -2.4% | -30.9% | -23.6% |
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