+94.6%
SOFI vs ROKU
+83.2%
+11.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -3.5% | +2.1% | -5.5% | -4.4% |
| 3M | +3.9% | +29.5% | -25.6% | -9.6% |
| 6M | -6.5% | +53.8% | -60.3% | -25.5% |
| YTD | -33.8% | +42.8% | -76.6% | -45.5% |
| 1Y | -33.3% | +60.7% | -94.0% | -48.4% |
| 3Y | +94.6% | +83.9% | +10.7% | +53.2% |
| All | +94.6% | +83.2% | +11.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling