-19.8%
SOFI vs ROIV
+403.5%
-423.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.7% |
| 7D | -2.4% | +14.3% | -16.7% | -6.3% |
| 30D | +3.6% | +16.2% | -12.6% | -1.1% |
| 3M | -9.7% | +15.1% | -24.8% | -14.3% |
| 6M | +3.9% | +44.2% | -40.3% | -8.4% |
| YTD | -37.5% | +89.8% | -127.3% | -49.7% |
| 1Y | -46.4% | +94.6% | -141.0% | -57.2% |
| 3Y | +135.9% | +367.5% | -231.7% | +44.7% |
| 5Y | -19.8% | +421.4% | -441.2% | -62.1% |
| All | -19.8% | +403.5% | -423.4% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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