-32.7%
SOFI vs ROP
+1.9%
-34.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.6% |
| 7D | -4.9% | +0.7% | -5.6% | -5.4% |
| 30D | +8.4% | +28.8% | -20.3% | -10.0% |
| 3M | -16.3% | +21.1% | -37.4% | -27.6% |
| 6M | +0.7% | +52.5% | -51.8% | -29.5% |
| YTD | -41.1% | +8.9% | -50.0% | -45.3% |
| 1Y | -45.7% | +8.2% | -53.9% | -49.4% |
| 3Y | +119.0% | -5.2% | +124.2% | +130.0% |
| All | -32.7% | +1.9% | -34.6% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling