+14.8%
SOFI vs S
-71.9%
+86.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | 0.0% |
| 7D | +5.6% | -5.8% | +11.4% | +8.6% |
| 30D | -2.0% | -9.2% | +7.2% | +1.6% |
| 3M | +9.2% | +23.4% | -14.2% | -3.6% |
| 6M | -4.7% | +36.9% | -41.6% | -21.9% |
| YTD | -31.2% | +29.5% | -60.7% | -42.6% |
| 1Y | -30.6% | +5.4% | -36.0% | -35.7% |
| 3Y | +110.6% | +14.7% | +95.9% | +79.1% |
| All | +14.8% | -71.9% | +86.7% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling