+34.2%
SOFI vs RF
+121.9%
-87.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +3.6% | +6.2% | -2.6% | -1.0% |
| 3M | -9.7% | -7.8% | -1.8% | -3.9% |
| 6M | +3.9% | +5.9% | -2.0% | -1.2% |
| YTD | -37.5% | +9.0% | -46.5% | -42.1% |
| 1Y | -46.4% | +19.3% | -65.6% | -53.7% |
| 3Y | +135.9% | +116.4% | +19.4% | +38.3% |
| 5Y | -19.8% | +46.0% | -65.9% | -41.8% |
| All | +34.2% | +121.9% | -87.7% | -18.0% |
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