+12.6%
SOFI vs SGI
+45.9%
-33.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +1.5% |
| 7D | -7.0% | -4.9% | -2.1% | -3.7% |
| 30D | -4.3% | +1.6% | -5.9% | -5.5% |
| 3M | +8.4% | -3.2% | +11.6% | +10.1% |
| 6M | -5.9% | -16.0% | +10.1% | +4.4% |
| YTD | -34.3% | -25.4% | -8.8% | -21.6% |
| 1Y | -32.6% | -21.6% | -11.0% | -23.8% |
| 3Y | +101.3% | +52.9% | +48.4% | +35.1% |
| 5Y | +12.6% | +47.5% | -34.9% | -26.6% |
| All | +12.6% | +45.9% | -33.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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