-28.7%
SOFI vs PATH
-76.8%
+48.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -3.3% | -5.3% | +2.0% | -0.5% |
| 30D | +3.5% | -0.5% | +4.0% | +3.7% |
| 3M | -10.4% | -7.1% | -3.3% | -9.3% |
| 6M | -0.6% | +23.8% | -24.4% | -15.2% |
| YTD | -38.1% | -20.7% | -17.4% | -35.4% |
| 1Y | -40.3% | -8.1% | -32.3% | -44.1% |
| 3Y | +116.4% | -21.8% | +138.2% | +94.8% |
| All | -28.7% | -76.8% | +48.1% | +29.4% |
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