+1.4%
SOFI vs PATH
-79.7%
+81.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.0% |
| 7D | -4.9% | +2.1% | -7.0% | -5.8% |
| 30D | +8.4% | +1.6% | +6.8% | +7.5% |
| 3M | -16.3% | -20.4% | +4.1% | -8.3% |
| 6M | +0.7% | +40.1% | -39.4% | -18.2% |
| YTD | -41.1% | -19.0% | -22.1% | -39.2% |
| 1Y | -45.7% | -5.8% | -39.9% | -49.4% |
| 3Y | +119.0% | -22.9% | +142.0% | +103.2% |
| 5Y | -32.2% | -75.3% | +43.0% | -9.2% |
| All | +1.4% | -79.7% | +81.1% | +44.2% |
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