-40.8%
SOFI vs PSX
+97.5%
-138.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.2% | +2.4% |
| 7D | +1.4% | -5.2% | +6.6% | +0.1% |
| 30D | +9.2% | -3.7% | +12.9% | +7.6% |
| 3M | -7.1% | +26.8% | -33.8% | -4.7% |
| 6M | +7.3% | +47.3% | -40.0% | +12.2% |
| YTD | -33.6% | +105.4% | -139.0% | -31.5% |
| 1Y | -40.8% | +96.9% | -137.7% | -39.7% |
| All | -40.8% | +97.5% | -138.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling