-7.6%
SOFI vs PL
+40.9%
-48.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -4.9% | +10.0% | -14.9% | -8.0% |
| 30D | +8.4% | -2.3% | +10.7% | +8.7% |
| 3M | -16.3% | -44.2% | +27.9% | 0.0% |
| 6M | +0.7% | -66.1% | +66.8% | +37.2% |
| YTD | -41.1% | -30.0% | -11.1% | -41.7% |
| 1Y | -45.7% | +21.0% | -66.7% | -57.3% |
| 3Y | +119.0% | +516.5% | -397.5% | -31.0% |
| 5Y | -32.2% | +32.0% | -64.3% | -66.8% |
| All | -7.6% | +40.9% | -48.5% | -55.4% |
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