-29.2%
SOFI vs PAAS
+58.4%
-87.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -6.4% | -5.2% | -1.2% | -4.6% |
| 30D | +6.8% | -13.9% | +20.8% | +12.6% |
| 3M | -9.5% | -23.8% | +14.3% | -1.1% |
| 6M | +0.1% | -36.4% | +36.5% | +15.6% |
| YTD | -37.9% | -23.4% | -14.5% | -34.5% |
| 1Y | -47.4% | +5.6% | -53.1% | -51.1% |
| 3Y | +134.4% | +209.7% | -75.3% | +28.2% |
| 5Y | -29.2% | +55.6% | -84.7% | -41.8% |
| All | -29.2% | +58.4% | -87.6% | -41.8% |
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