+42.0%
SOFI vs PSX
+358.4%
-316.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | -4.4% | +21.6% | -26.0% | -10.2% |
| 3M | +5.2% | +46.5% | -41.2% | -7.4% |
| 6M | -7.8% | +62.0% | -69.8% | -22.6% |
| YTD | -33.8% | +106.3% | -140.1% | -49.3% |
| 1Y | -33.3% | +103.0% | -136.2% | -49.0% |
| 3Y | +102.7% | +135.5% | -32.8% | +44.7% |
| 5Y | +10.5% | +368.5% | -358.1% | -32.5% |
| All | +42.0% | +358.4% | -316.3% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling