+94.7%
SOFI vs PM
+124.8%
-30.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.8% |
| 7D | -2.9% | -1.2% | -1.7% | -2.9% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | +5.2% | +4.9% | +0.3% | +4.8% |
| 6M | -7.8% | +9.0% | -16.8% | -8.7% |
| YTD | -33.8% | +17.8% | -51.6% | -35.3% |
| 1Y | -33.3% | +16.8% | -50.1% | -34.6% |
| All | +94.7% | +124.8% | -30.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling