+94.7%
SOFI vs REPL
-27.0%
+121.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.7% |
| 7D | -2.9% | -9.6% | +6.7% | -2.5% |
| 30D | -4.4% | +5.7% | -10.1% | -4.6% |
| 3M | +5.2% | +56.4% | -51.2% | +1.9% |
| 6M | -7.8% | +67.4% | -75.2% | -14.4% |
| YTD | -33.8% | +48.7% | -82.5% | -38.4% |
| 1Y | -33.3% | +148.3% | -181.6% | -40.8% |
| All | +94.7% | -27.0% | +121.7% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling