+13.3%
SOFI vs PM
+127.4%
-114.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.9% |
| 7D | -2.9% | -1.2% | -1.7% | -2.7% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | +5.2% | +4.9% | +0.3% | +3.5% |
| 6M | -7.8% | +9.0% | -16.8% | -10.6% |
| YTD | -33.8% | +17.8% | -51.6% | -37.6% |
| 1Y | -33.3% | +16.8% | -50.1% | -37.2% |
| 3Y | +102.7% | +125.4% | -22.8% | +31.8% |
| All | +13.3% | +127.4% | -114.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling