+19.8%
SOFI vs PATH
-76.8%
+96.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.6% | +15.1% | +6.4% |
| 7D | +0.9% | -16.3% | +17.2% | +8.9% |
| 30D | -0.2% | +9.9% | -10.1% | -6.2% |
| 3M | +6.2% | +30.2% | -23.9% | -9.3% |
| 6M | -2.6% | +37.2% | -39.8% | -20.4% |
| YTD | -30.4% | -7.3% | -23.1% | -32.2% |
| 1Y | -28.2% | +40.0% | -68.2% | -46.9% |
| 3Y | +107.3% | -4.4% | +111.7% | +72.3% |
| 5Y | +20.2% | -76.0% | +96.2% | +56.9% |
| All | +19.8% | -76.8% | +96.6% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling