+49.3%
SOFI vs P
+336.1%
-286.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.2% |
| 7D | +0.9% | +6.5% | -5.7% | -2.0% |
| 30D | -0.2% | +18.8% | -19.0% | -9.3% |
| 3M | +6.2% | +26.7% | -20.5% | -7.2% |
| 6M | -2.6% | +62.2% | -64.7% | -26.2% |
| YTD | -30.4% | +48.5% | -78.9% | -45.8% |
| 1Y | -28.2% | +26.4% | -54.6% | -41.5% |
| 3Y | +107.3% | +159.4% | -52.1% | +2.9% |
| 5Y | +20.2% | +275.8% | -255.6% | -53.7% |
| All | +49.3% | +336.1% | -286.7% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling