+94.7%
SOFI vs PH
+137.6%
-42.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.8% |
| 30D | -4.4% | -10.3% | +5.9% | +5.4% |
| 3M | +5.2% | +5.1% | +0.2% | -0.3% |
| 6M | -7.8% | +2.3% | -10.1% | -11.8% |
| YTD | -33.8% | +8.7% | -42.5% | -41.1% |
| 1Y | -33.3% | +26.8% | -60.0% | -50.5% |
| All | +94.7% | +137.6% | -42.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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