-28.7%
SOFI vs PR
+225.0%
-253.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.5% |
| 7D | -3.3% | -16.4% | +13.1% | +1.7% |
| 30D | +3.5% | -1.9% | +5.4% | +3.5% |
| 3M | -10.4% | +8.0% | -18.4% | -13.4% |
| 6M | -0.6% | +4.1% | -4.7% | -3.7% |
| YTD | -38.1% | +58.7% | -96.8% | -48.9% |
| 1Y | -40.3% | +75.8% | -116.1% | -52.7% |
| 3Y | +116.4% | +73.2% | +43.3% | +70.1% |
| All | -28.7% | +225.0% | -253.8% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling