-51.5%
SOFI vs PR
+76.2%
-127.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -3.4% |
| 7D | -2.6% | +6.7% | -9.3% | -0.7% |
| 30D | +2.6% | -6.1% | +8.7% | +0.8% |
| 3M | -12.9% | +6.9% | -19.7% | -10.7% |
| 6M | -1.7% | +14.6% | -16.3% | +4.4% |
| YTD | -40.3% | +66.1% | -106.4% | -37.8% |
| 1Y | -51.5% | +77.0% | -128.5% | -50.7% |
| All | -51.5% | +76.2% | -127.7% | -50.7% |
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