+47.6%
SOFI vs PYPL
-77.4%
+125.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | +1.3% |
| 7D | +5.6% | +1.7% | +3.9% | +4.3% |
| 30D | -2.0% | -9.7% | +7.7% | +5.0% |
| 3M | +9.2% | +29.2% | -20.1% | -13.9% |
| 6M | -4.7% | +13.9% | -18.6% | -17.5% |
| YTD | -31.2% | -8.1% | -23.1% | -31.6% |
| 1Y | -30.6% | -21.4% | -9.2% | -21.1% |
| 3Y | +110.6% | -11.8% | +122.5% | +110.5% |
| 5Y | +16.4% | -81.1% | +97.6% | +274.1% |
| All | +47.6% | -77.4% | +125.0% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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