+49.3%
SOFI vs PH
+278.5%
-229.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | +0.9% | -3.1% | +4.0% | +3.8% |
| 30D | -0.2% | -3.2% | +3.1% | +2.1% |
| 3M | +6.2% | +10.6% | -4.3% | -3.9% |
| 6M | -2.6% | -2.1% | -0.4% | -2.8% |
| YTD | -30.4% | +10.2% | -40.6% | -38.5% |
| 1Y | -28.2% | +28.2% | -56.4% | -46.1% |
| 3Y | +107.3% | +134.9% | -27.6% | -9.8% |
| 5Y | +20.2% | +253.6% | -233.5% | -64.1% |
| All | +49.3% | +278.5% | -229.2% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling