-46.4%
SOFI vs PR
+67.7%
-114.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.0% |
| 7D | -2.4% | -9.5% | +7.1% | -5.3% |
| 30D | +3.6% | -5.7% | +9.3% | +2.0% |
| 3M | -9.7% | +3.0% | -12.6% | -8.3% |
| 6M | +3.9% | +11.8% | -7.9% | +9.4% |
| YTD | -37.5% | +58.5% | -95.9% | -34.9% |
| 1Y | -46.4% | +69.9% | -116.3% | -44.9% |
| All | -46.4% | +67.7% | -114.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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