+116.4%
SOFI vs PATH
-24.4%
+140.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -3.3% | -5.3% | +2.0% | -1.1% |
| 30D | +3.5% | -0.5% | +4.0% | +3.7% |
| 3M | -10.4% | -7.1% | -3.3% | -9.5% |
| 6M | -0.6% | +23.8% | -24.4% | -11.8% |
| YTD | -38.1% | -20.7% | -17.4% | -35.6% |
| 1Y | -40.3% | -8.1% | -32.3% | -43.0% |
| 3Y | +116.4% | -21.8% | +138.2% | +114.2% |
| All | +116.4% | -24.4% | +140.8% | +114.2% |
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 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