+15.4%
SOFI vs PSA
+13.7%
+1.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -4.9% | -1.8% | -3.1% | -3.9% |
| 30D | -3.5% | -8.4% | +4.9% | +1.6% |
| 3M | +3.9% | -7.8% | +11.7% | +8.3% |
| 6M | -6.5% | +0.8% | -7.3% | -8.3% |
| YTD | -33.8% | +16.5% | -50.3% | -41.4% |
| 1Y | -33.3% | +4.7% | -38.0% | -36.8% |
| 3Y | +94.6% | +21.1% | +73.6% | +60.8% |
| All | +15.4% | +13.7% | +1.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling