+0.4%
SOFI vs PL
+46.6%
-46.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +14.5% | -11.2% | -1.4% |
| 7D | +0.9% | +10.9% | -10.0% | -3.1% |
| 30D | +6.0% | -16.4% | +22.4% | +11.7% |
| 3M | -8.9% | -39.9% | +31.1% | +6.2% |
| 6M | +6.3% | -63.2% | +69.5% | +40.9% |
| YTD | -36.0% | -27.1% | -8.9% | -37.5% |
| 1Y | -40.6% | +12.2% | -52.8% | -51.8% |
| 3Y | +144.5% | +584.3% | -439.8% | -26.3% |
| 5Y | -24.3% | +37.0% | -61.3% | -63.5% |
| All | +0.4% | +46.6% | -46.2% | -52.2% |
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