-5.0%
SOFI vs S
-56.8%
+51.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +0.9% | -7.7% | +8.6% | +4.6% |
| 30D | -0.2% | -5.3% | +5.2% | +1.4% |
| 3M | +6.2% | +20.3% | -14.0% | -4.3% |
| 6M | -2.6% | +47.4% | -49.9% | -22.1% |
| YTD | -30.4% | +32.5% | -62.9% | -41.9% |
| 1Y | -28.2% | +9.5% | -37.7% | -34.4% |
| 3Y | +107.3% | +15.5% | +91.8% | +78.3% |
| 5Y | +20.2% | -71.2% | +91.4% | +54.9% |
| All | -5.0% | -56.8% | +51.8% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling