-40.8%
SOFI vs LYB
+47.4%
-88.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.7% | +8.4% | +2.8% |
| 7D | +1.4% | -6.2% | +7.6% | +0.4% |
| 30D | +9.2% | +6.3% | +2.9% | +10.3% |
| 3M | -7.1% | +4.1% | -11.1% | -6.3% |
| 6M | +7.3% | -15.5% | +22.8% | +7.2% |
| YTD | -33.6% | +50.2% | -83.9% | -38.0% |
| 1Y | -40.8% | +50.6% | -91.4% | -45.1% |
| All | -40.8% | +47.4% | -88.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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