+42.0%
SOFI vs ROK
+87.1%
-45.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | -0.7% |
| 7D | -4.9% | -1.2% | -3.7% | -4.0% |
| 30D | -3.5% | -4.8% | +1.3% | +0.4% |
| 3M | +3.9% | -6.1% | +10.0% | +8.1% |
| 6M | -6.5% | +15.5% | -22.0% | -18.4% |
| YTD | -33.8% | +11.2% | -45.0% | -40.8% |
| 1Y | -33.3% | +23.8% | -57.1% | -45.0% |
| 3Y | +94.6% | +53.1% | +41.5% | +32.5% |
| 5Y | +13.3% | +48.3% | -35.0% | -24.8% |
| All | +42.0% | +87.1% | -45.1% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling