+141.4%
SOFI vs PATH
-21.6%
+163.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +0.9% | -2.7% | +3.6% | +2.1% |
| 30D | +6.0% | -3.7% | +9.7% | +7.5% |
| 3M | -8.9% | -13.8% | +4.9% | -5.1% |
| 6M | +6.3% | +20.3% | -13.9% | -4.4% |
| YTD | -36.0% | -20.8% | -15.2% | -33.4% |
| 1Y | -40.6% | -9.2% | -31.4% | -43.0% |
| All | +141.4% | -21.6% | +163.0% | +146.2% |
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