-32.6%
SOFI vs S
+10.1%
-42.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.4% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.3% | -11.8% | +7.5% | -0.4% |
| 3M | +8.4% | +33.9% | -25.5% | -4.7% |
| 6M | -5.9% | +40.1% | -46.0% | -21.4% |
| YTD | -34.3% | +32.1% | -66.3% | -43.8% |
| 1Y | -32.6% | +11.0% | -43.6% | -35.6% |
| All | -32.6% | +10.1% | -42.6% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling