+15.0%
SOFI vs RF
+89.8%
-74.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.9% | +1.3% | -0.4% | -0.1% |
| 30D | -0.2% | -3.6% | +3.4% | +2.8% |
| 3M | +6.2% | +8.1% | -1.8% | -1.0% |
| 6M | -2.6% | +11.5% | -14.0% | -11.8% |
| YTD | -30.4% | +15.6% | -46.0% | -39.2% |
| 1Y | -28.2% | +15.7% | -43.9% | -37.3% |
| 3Y | +107.3% | +86.9% | +20.4% | +24.5% |
| All | +15.0% | +89.8% | -74.8% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling