+49.3%
SOFI vs PAAS
+57.5%
-8.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | +0.9% | -2.9% | +3.8% | +2.0% |
| 30D | -0.2% | +6.8% | -7.0% | -2.7% |
| 3M | +6.2% | -2.9% | +9.1% | +6.5% |
| 6M | -2.6% | -16.4% | +13.9% | +1.8% |
| YTD | -30.4% | 0.0% | -30.4% | -32.8% |
| 1Y | -28.2% | +54.3% | -82.5% | -41.5% |
| 3Y | +107.3% | +230.7% | -123.4% | +17.5% |
| 5Y | +20.2% | +111.6% | -91.5% | -22.7% |
| All | +49.3% | +57.5% | -8.2% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling