+49.3%
SOFI vs RF
+135.2%
-85.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.9% | +1.3% | -0.4% | 0.0% |
| 30D | -0.2% | -3.6% | +3.4% | +2.6% |
| 3M | +6.2% | +8.1% | -1.8% | -0.4% |
| 6M | -2.6% | +11.5% | -14.0% | -11.0% |
| YTD | -30.4% | +15.6% | -46.0% | -38.4% |
| 1Y | -28.2% | +15.7% | -43.9% | -36.5% |
| 3Y | +107.3% | +86.9% | +20.4% | +31.6% |
| 5Y | +20.2% | +89.8% | -69.6% | -22.5% |
| All | +49.3% | +135.2% | -85.9% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling