+26.4%
SOFI vs REPL
-41.8%
+68.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | +8.4% | +92.2% | -83.7% | +3.2% |
| 3M | -16.3% | +44.1% | -60.4% | -18.8% |
| 6M | +0.7% | +313.0% | -312.3% | -14.8% |
| YTD | -41.1% | +125.2% | -166.3% | -50.6% |
| 1Y | -45.7% | +143.8% | -189.4% | -54.9% |
| 3Y | +119.0% | +104.2% | +14.8% | +30.2% |
| 5Y | -32.2% | -34.5% | +2.3% | -48.3% |
| All | +26.4% | -41.8% | +68.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling