+41.1%
SOFI vs P
+312.4%
-271.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.7% |
| 7D | -7.0% | -4.1% | -2.9% | -5.3% |
| 30D | -4.3% | -14.0% | +9.7% | +1.6% |
| 3M | +8.4% | +41.4% | -33.0% | -10.0% |
| 6M | -5.9% | +54.2% | -60.1% | -27.1% |
| YTD | -34.3% | +40.4% | -74.7% | -47.5% |
| 1Y | -32.6% | +16.0% | -48.5% | -42.7% |
| 3Y | +101.3% | +140.7% | -39.4% | +3.8% |
| 5Y | +12.6% | +256.3% | -243.7% | -55.6% |
| All | +41.1% | +312.4% | -271.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling