+94.6%
SOFI vs ROST
+98.0%
-3.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.7% |
| 7D | -4.9% | +0.2% | -5.2% | -5.0% |
| 30D | -3.5% | -6.9% | +3.4% | +0.3% |
| 3M | +3.9% | -3.3% | +7.2% | +5.2% |
| 6M | -6.5% | +9.0% | -15.6% | -13.4% |
| YTD | -33.8% | +28.9% | -62.7% | -46.1% |
| 1Y | -33.3% | +54.0% | -87.3% | -52.9% |
| 3Y | +94.6% | +100.7% | -6.1% | +2.1% |
| All | +94.6% | +98.0% | -3.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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