+49.3%
SOFI vs ROIV
+243.1%
-193.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -0.2% | +1.0% | -1.1% | -0.5% |
| 3M | +6.2% | +18.3% | -12.0% | +1.3% |
| 6M | -2.6% | +18.3% | -20.9% | -7.3% |
| YTD | -30.4% | +61.0% | -91.4% | -39.6% |
| 1Y | -28.2% | +177.9% | -206.1% | -46.5% |
| 3Y | +107.3% | +199.1% | -91.8% | +48.4% |
| 5Y | +20.2% | +250.7% | -230.5% | -26.4% |
| All | +49.3% | +243.1% | -193.8% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling