+15.0%
SOFI vs PATH
-76.4%
+91.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.6% | +15.1% | +6.8% |
| 7D | +0.9% | -16.3% | +17.2% | +9.2% |
| 30D | -0.2% | +9.9% | -10.1% | -6.5% |
| 3M | +6.2% | +30.2% | -23.9% | -9.9% |
| 6M | -2.6% | +37.2% | -39.8% | -21.1% |
| YTD | -30.4% | -7.3% | -23.1% | -32.3% |
| 1Y | -28.2% | +40.0% | -68.2% | -47.9% |
| 3Y | +107.3% | -4.4% | +111.7% | +68.9% |
| All | +15.0% | -76.4% | +91.5% | +65.7% |
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