+16.4%
SOFI vs P
+283.1%
-266.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.9% |
| 7D | +5.6% | +7.8% | -2.2% | +2.1% |
| 30D | -2.0% | +12.3% | -14.3% | -8.4% |
| 3M | +9.2% | +37.1% | -28.0% | -7.6% |
| 6M | -4.7% | +66.1% | -70.8% | -28.1% |
| YTD | -31.2% | +50.9% | -82.1% | -46.4% |
| 1Y | -30.6% | +27.2% | -57.8% | -43.2% |
| 3Y | +110.6% | +158.7% | -48.0% | +6.7% |
| 5Y | +16.4% | +291.1% | -274.7% | -54.9% |
| All | +16.4% | +283.1% | -266.7% | -54.9% |
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