+119.0%
SOFI vs PH
+135.5%
-16.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.9% | +4.3% | -9.2% | -8.3% |
| 30D | +8.4% | +0.1% | +8.3% | +7.6% |
| 3M | -16.3% | -9.4% | -7.0% | -9.4% |
| 6M | +0.7% | +8.8% | -8.0% | -8.9% |
| YTD | -41.1% | +9.6% | -50.7% | -48.6% |
| 1Y | -45.7% | +14.4% | -60.1% | -54.8% |
| 3Y | +119.0% | +134.5% | -15.5% | -22.1% |
| All | +119.0% | +135.5% | -16.5% | -22.1% |
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