-40.8%
SOFI vs ROK
+25.3%
-66.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.0% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +9.2% | -2.5% | +11.7% | +10.9% |
| 3M | -7.1% | 0.0% | -7.1% | -7.1% |
| 6M | +7.3% | +11.6% | -4.3% | -2.2% |
| YTD | -33.6% | +15.2% | -48.8% | -43.3% |
| 1Y | -40.8% | +25.0% | -65.8% | -55.8% |
| All | -40.8% | +25.3% | -66.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling