-19.8%
SOFI vs P
+256.4%
-276.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.9% |
| 7D | -2.4% | -13.3% | +10.9% | +3.1% |
| 30D | +3.6% | -34.0% | +37.6% | +21.6% |
| 3M | -9.7% | +4.1% | -13.7% | -14.7% |
| 6M | +3.9% | +30.5% | -26.5% | -14.0% |
| YTD | -37.5% | +52.2% | -89.7% | -52.6% |
| 1Y | -46.4% | +10.3% | -56.7% | -54.1% |
| 3Y | +135.9% | +180.9% | -45.0% | +11.8% |
| 5Y | -19.8% | +259.7% | -279.6% | -67.8% |
| All | -19.8% | +256.4% | -276.3% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling