+42.0%
SOFI vs ROP
-6.3%
+48.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | -4.6% | -0.3% | -2.1% |
| 30D | -3.5% | -1.7% | -1.8% | -2.5% |
| 3M | +3.9% | +17.1% | -13.2% | -8.6% |
| 6M | -6.5% | +10.9% | -17.4% | -14.9% |
| YTD | -33.8% | -12.1% | -21.7% | -29.1% |
| 1Y | -33.3% | -24.2% | -9.0% | -19.8% |
| 3Y | +94.6% | -20.4% | +115.0% | +127.9% |
| 5Y | +13.3% | -15.4% | +28.7% | +19.4% |
| All | +42.0% | -6.3% | +48.3% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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