+42.0%
SOFI vs PM
+198.9%
-156.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -4.9% | +4.7% | -9.6% | -5.6% |
| 30D | -3.5% | +2.6% | -6.1% | -3.9% |
| 3M | +3.9% | +6.6% | -2.7% | +2.2% |
| 6M | -6.5% | +16.5% | -23.0% | -10.3% |
| YTD | -33.8% | +21.2% | -55.0% | -37.6% |
| 1Y | -33.3% | +17.9% | -51.2% | -36.7% |
| 3Y | +94.6% | +129.8% | -35.2% | +34.4% |
| 5Y | +13.3% | +133.0% | -119.8% | -23.3% |
| All | +42.0% | +198.9% | -156.9% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling