+93.4%
SOFI vs PSA
+21.5%
+71.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.0% | -3.6% | -3.4% | -5.2% |
| 30D | -4.3% | -9.4% | +5.1% | +0.6% |
| 3M | +8.4% | -8.2% | +16.6% | +12.6% |
| 6M | -5.9% | -1.8% | -4.1% | -6.4% |
| YTD | -34.3% | +15.7% | -50.0% | -41.3% |
| 1Y | -32.6% | +6.3% | -38.8% | -36.6% |
| All | +93.4% | +21.5% | +71.9% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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