+94.6%
SOFI vs PSX
+133.1%
-38.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -4.9% | +1.7% | -6.7% | -5.6% |
| 30D | -3.5% | +15.6% | -19.1% | -8.8% |
| 3M | +3.9% | +46.5% | -42.6% | -11.2% |
| 6M | -6.5% | +55.0% | -61.5% | -23.5% |
| YTD | -33.8% | +105.3% | -139.1% | -53.7% |
| 1Y | -33.3% | +101.6% | -134.9% | -53.5% |
| 3Y | +94.6% | +134.1% | -39.5% | +12.3% |
| All | +94.6% | +133.1% | -38.5% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling