-29.2%
SOFI vs PATH
-76.8%
+47.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.8% |
| 7D | -6.4% | -2.7% | -3.6% | -5.0% |
| 30D | +6.8% | -1.4% | +8.2% | +7.4% |
| 3M | -9.5% | -16.4% | +6.9% | -3.1% |
| 6M | +0.1% | +23.3% | -23.2% | -14.3% |
| YTD | -37.9% | -19.8% | -18.0% | -35.5% |
| 1Y | -47.4% | -8.6% | -38.9% | -50.6% |
| 3Y | +134.4% | -24.0% | +158.5% | +115.5% |
| 5Y | -29.2% | -77.1% | +48.0% | +20.3% |
| All | -29.2% | -76.8% | +47.6% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling