+3.9%
SOFI vs PL
+75.7%
-71.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.7% |
| 7D | -2.9% | -13.9% | +11.0% | +1.8% |
| 30D | -4.4% | -25.5% | +21.1% | +5.1% |
| 3M | +5.2% | -44.8% | +50.0% | +25.6% |
| 6M | -7.8% | -33.3% | +25.5% | -3.5% |
| YTD | -33.8% | -12.7% | -21.1% | -38.4% |
| 1Y | -33.3% | +90.9% | -124.2% | -55.0% |
| 3Y | +102.7% | +528.5% | -425.8% | -34.2% |
| 5Y | +10.5% | +72.7% | -62.3% | -51.2% |
| All | +3.9% | +75.7% | -71.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling