-28.2%
SOFI vs PATH
+39.0%
-67.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.6% | +15.1% | +2.7% |
| 7D | +0.9% | -16.3% | +17.2% | +5.1% |
| 30D | -0.2% | +9.9% | -10.1% | -3.4% |
| 3M | +6.2% | +30.2% | -23.9% | -2.1% |
| 6M | -2.6% | +37.2% | -39.8% | -11.9% |
| YTD | -30.4% | -7.3% | -23.1% | -32.5% |
| 1Y | -28.2% | +40.0% | -68.2% | -33.9% |
| All | -28.2% | +39.0% | -67.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling