+93.4%
SOFI vs SBAC
-11.3%
+104.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.2% |
| 7D | -7.0% | -5.3% | -1.7% | -6.2% |
| 30D | -4.3% | +0.4% | -4.7% | -4.3% |
| 3M | +8.4% | -11.9% | +20.3% | +10.8% |
| 6M | -5.9% | -4.5% | -1.4% | -5.8% |
| YTD | -34.3% | -4.3% | -29.9% | -34.4% |
| 1Y | -32.6% | -3.9% | -28.7% | -32.8% |
| All | +93.4% | -11.3% | +104.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling