-32.6%
SOFI vs REPL
+126.3%
-158.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.5% |
| 7D | -7.0% | -13.4% | +6.4% | -6.7% |
| 30D | -4.3% | -3.0% | -1.3% | -4.3% |
| 3M | +8.4% | +56.3% | -47.9% | +6.2% |
| 6M | -5.9% | +60.9% | -66.8% | -10.5% |
| YTD | -34.3% | +36.2% | -70.5% | -37.2% |
| 1Y | -32.6% | +121.0% | -153.6% | -38.9% |
| All | -32.6% | +126.3% | -158.9% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling