+42.0%
SOFI vs PSKY
-68.9%
+110.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.6% | -2.4% |
| 7D | -2.9% | -6.8% | +4.0% | -1.0% |
| 30D | -4.4% | +10.2% | -14.6% | -6.7% |
| 3M | +5.2% | +0.3% | +4.9% | +4.8% |
| 6M | -7.8% | -7.8% | 0.0% | -6.3% |
| YTD | -33.8% | -23.0% | -10.8% | -30.4% |
| 1Y | -33.3% | -31.6% | -1.6% | -28.4% |
| 3Y | +102.7% | -21.3% | +124.0% | +94.1% |
| 5Y | +10.5% | -71.5% | +81.9% | +25.5% |
| All | +42.0% | -68.9% | +110.9% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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