+116.4%
SOFI vs PR
+64.2%
+52.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.4% |
| 7D | -3.3% | -16.4% | +13.1% | +2.5% |
| 30D | +3.5% | -1.9% | +5.4% | +3.3% |
| 3M | -10.4% | +8.0% | -18.4% | -14.4% |
| 6M | -0.6% | +4.1% | -4.7% | -4.6% |
| YTD | -38.1% | +58.7% | -96.8% | -53.7% |
| 1Y | -40.3% | +75.8% | -116.1% | -58.3% |
| 3Y | +116.4% | +73.2% | +43.3% | +41.9% |
| All | +116.4% | +64.2% | +52.2% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling