+94.6%
SOFI vs SFM
+82.1%
+12.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.4% |
| 7D | -4.9% | -10.6% | +5.7% | -1.9% |
| 30D | -3.5% | -15.5% | +12.0% | +0.9% |
| 3M | +3.9% | -17.4% | +21.3% | +8.9% |
| 6M | -6.5% | -3.4% | -3.1% | -8.4% |
| YTD | -33.8% | -8.7% | -25.2% | -34.0% |
| 1Y | -33.3% | -47.2% | +13.9% | -18.4% |
| 3Y | +94.6% | +82.7% | +11.9% | +27.5% |
| All | +94.6% | +82.1% | +12.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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