+49.3%
SOFI vs REPL
-60.0%
+109.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | +0.9% | -3.0% | +3.9% | +1.1% |
| 30D | -0.2% | +27.1% | -27.3% | -2.1% |
| 3M | +6.2% | +52.4% | -46.1% | -0.3% |
| 6M | -2.6% | +107.4% | -110.0% | -18.0% |
| YTD | -30.4% | +54.7% | -85.1% | -39.9% |
| 1Y | -28.2% | +158.9% | -187.1% | -44.1% |
| 3Y | +107.3% | -23.7% | +131.0% | +53.8% |
| 5Y | +20.2% | -54.3% | +74.5% | -5.9% |
| All | +49.3% | -60.0% | +109.4% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling