+113.1%
SOFI vs RF
+94.3%
+18.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.9% | +1.3% | -0.4% | -0.3% |
| 30D | -0.2% | -3.6% | +3.4% | +3.2% |
| 3M | +6.2% | +8.1% | -1.8% | -2.2% |
| 6M | -2.6% | +11.5% | -14.0% | -13.3% |
| YTD | -30.4% | +15.6% | -46.0% | -40.8% |
| 1Y | -28.2% | +15.7% | -43.9% | -39.1% |
| All | +113.1% | +94.3% | +18.8% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling