-10.2%
SOFI vs S
-56.9%
+46.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.6% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.3% | -11.8% | +7.5% | +0.6% |
| 3M | +8.4% | +33.9% | -25.5% | -7.3% |
| 6M | -5.9% | +40.1% | -46.0% | -22.9% |
| YTD | -34.3% | +32.1% | -66.3% | -45.1% |
| 1Y | -32.6% | +11.0% | -43.6% | -38.7% |
| 3Y | +101.3% | +16.9% | +84.3% | +72.2% |
| 5Y | +12.6% | -68.9% | +81.5% | +44.9% |
| All | -10.2% | -56.9% | +46.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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