+47.6%
SOFI vs SGI
+172.3%
-124.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.9% |
| 7D | +5.6% | +9.3% | -3.7% | -0.1% |
| 30D | -2.0% | +6.9% | -8.9% | -6.1% |
| 3M | +9.2% | +2.8% | +6.3% | +6.6% |
| 6M | -4.7% | -12.6% | +7.9% | +2.1% |
| YTD | -31.2% | -21.5% | -9.7% | -21.8% |
| 1Y | -30.6% | -18.8% | -11.9% | -24.0% |
| 3Y | +110.6% | +60.8% | +49.8% | +47.0% |
| 5Y | +16.4% | +60.0% | -43.6% | -30.1% |
| All | +47.6% | +172.3% | -124.7% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling