-40.8%
SOFI vs PM
+48.8%
-89.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.1% | +4.0% |
| 7D | +1.4% | +4.3% | -2.9% | +2.5% |
| 30D | +9.2% | +11.5% | -2.3% | +12.4% |
| 3M | -7.1% | +13.0% | -20.1% | -3.9% |
| 6M | +7.3% | +25.9% | -18.6% | +11.7% |
| YTD | -33.6% | +34.0% | -67.6% | -32.6% |
| 1Y | -40.8% | +46.9% | -87.7% | -39.2% |
| All | -40.8% | +48.8% | -89.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling