+7.6%
SOFI vs PATH
-80.4%
+88.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.2% |
| 30D | +3.6% | -4.8% | +8.4% | +6.0% |
| 3M | -9.7% | -17.7% | +8.0% | -2.8% |
| 6M | +3.9% | +18.9% | -15.0% | -8.5% |
| YTD | -37.5% | -21.7% | -15.8% | -34.3% |
| 1Y | -46.4% | -9.6% | -36.8% | -49.0% |
| 3Y | +135.9% | -25.8% | +161.7% | +123.1% |
| 5Y | -19.8% | -77.1% | +57.3% | +10.2% |
| All | +7.6% | -80.4% | +88.0% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling