+26.4%
SOFI vs ROP
+16.0%
+10.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.6% |
| 7D | -4.9% | +0.7% | -5.6% | -5.3% |
| 30D | +8.4% | +28.8% | -20.3% | -7.6% |
| 3M | -16.3% | +21.1% | -37.4% | -26.1% |
| 6M | +0.7% | +52.5% | -51.8% | -25.6% |
| YTD | -41.1% | +8.9% | -50.0% | -44.9% |
| 1Y | -45.7% | +8.2% | -53.9% | -49.0% |
| 3Y | +119.0% | -5.2% | +124.2% | +129.7% |
| 5Y | -32.2% | +1.7% | -34.0% | -37.9% |
| All | +26.4% | +16.0% | +10.4% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling