+42.0%
SOFI vs PHM
+189.7%
-147.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.2% |
| 7D | -2.9% | -3.9% | +1.0% | -0.5% |
| 30D | -4.4% | -8.6% | +4.2% | +1.0% |
| 3M | +5.2% | -2.9% | +8.2% | +6.3% |
| 6M | -7.8% | -5.7% | -2.1% | -5.4% |
| YTD | -33.8% | +1.9% | -35.7% | -36.3% |
| 1Y | -33.3% | -12.3% | -21.0% | -30.0% |
| 3Y | +102.7% | +50.8% | +51.9% | +38.5% |
| 5Y | +10.5% | +157.3% | -146.8% | -50.4% |
| All | +42.0% | +189.7% | -147.6% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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