-33.3%
SOFI vs ROK
+27.3%
-60.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | -0.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.2% |
| 30D | -3.5% | -4.8% | +1.3% | -0.4% |
| 3M | +3.9% | -6.1% | +10.0% | +6.8% |
| 6M | -6.5% | +15.5% | -22.0% | -18.4% |
| YTD | -33.8% | +11.2% | -45.0% | -41.9% |
| 1Y | -33.3% | +23.8% | -57.1% | -47.9% |
| All | -33.3% | +27.3% | -60.6% | -47.9% |
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