-45.7%
SOFI vs S
+30.9%
-76.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -4.9% | +2.0% | -6.8% | -5.4% |
| 30D | +8.4% | -2.7% | +11.2% | +9.1% |
| 3M | -16.3% | -6.9% | -9.5% | -15.1% |
| 6M | +0.7% | +38.1% | -37.3% | -11.5% |
| YTD | -41.1% | +48.0% | -89.1% | -50.7% |
| 1Y | -45.7% | +34.5% | -80.1% | -52.6% |
| All | -45.7% | +30.9% | -76.6% | -52.6% |
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