+47.6%
SOFI vs PSA
+65.5%
-17.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +5.6% | -0.4% | +6.0% | +5.9% |
| 30D | -2.0% | -8.2% | +6.1% | +2.7% |
| 3M | +9.2% | -2.1% | +11.3% | +9.5% |
| 6M | -4.7% | -0.2% | -4.5% | -5.8% |
| YTD | -31.2% | +18.5% | -49.7% | -39.2% |
| 1Y | -30.6% | +6.6% | -37.2% | -34.7% |
| 3Y | +110.6% | +24.5% | +86.2% | +74.3% |
| 5Y | +16.4% | +13.6% | +2.8% | +2.2% |
| All | +47.6% | +65.5% | -17.9% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling