-33.3%
SOFI vs SGOV
+3.8%
-37.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.8% |
| 7D | -4.9% | 0.0% | -5.0% | -4.6% |
| 30D | -3.5% | +0.3% | -3.8% | -2.2% |
| 3M | +3.9% | +0.9% | +3.0% | +6.8% |
| 6M | -6.5% | +1.8% | -8.4% | -6.2% |
| YTD | -33.8% | +2.5% | -36.4% | -38.8% |
| 1Y | -33.3% | +3.8% | -37.1% | -27.3% |
| All | -33.3% | +3.8% | -37.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling