+14.8%
SOFI vs PAAS
+114.5%
-99.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +5.6% | +2.0% | +3.6% | +5.0% |
| 30D | -2.0% | -0.1% | -1.9% | -2.3% |
| 3M | +9.2% | +8.2% | +0.9% | +5.4% |
| 6M | -4.7% | -13.8% | +9.1% | -1.4% |
| YTD | -31.2% | -0.6% | -30.6% | -33.5% |
| 1Y | -30.6% | +44.0% | -74.6% | -42.5% |
| 3Y | +110.6% | +246.6% | -135.9% | +12.7% |
| All | +14.8% | +114.5% | -99.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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