+108.2%
SOFI vs PATH
-3.6%
+111.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.6% | +15.1% | +5.1% |
| 7D | +0.9% | -16.3% | +17.2% | +7.5% |
| 30D | -0.2% | +9.9% | -10.1% | -5.3% |
| 3M | +6.2% | +30.2% | -23.9% | -6.8% |
| 6M | -2.6% | +37.2% | -39.8% | -17.5% |
| YTD | -30.4% | -7.3% | -23.1% | -31.6% |
| 1Y | -28.2% | +40.0% | -68.2% | -45.2% |
| All | +108.2% | -3.6% | +111.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling