-45.7%
SOFI vs RF
+18.9%
-64.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -2.1% |
| 7D | -4.9% | +1.9% | -6.8% | -6.0% |
| 30D | +8.4% | +7.3% | +1.1% | +4.0% |
| 3M | -16.3% | -7.9% | -8.4% | -12.3% |
| 6M | +0.7% | +10.5% | -9.8% | -6.5% |
| YTD | -41.1% | +9.6% | -50.7% | -45.1% |
| 1Y | -45.7% | +20.3% | -66.0% | -51.8% |
| All | -45.7% | +18.9% | -64.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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