-28.2%
SOFI vs SIMO
+226.2%
-254.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -1.7% |
| 7D | +0.9% | +4.2% | -3.3% | +0.8% |
| 30D | -0.2% | +4.1% | -4.3% | -0.2% |
| 3M | +6.2% | -12.9% | +19.1% | +4.9% |
| 6M | -2.6% | +110.3% | -112.9% | -0.8% |
| YTD | -30.4% | +178.6% | -209.0% | -35.7% |
| 1Y | -28.2% | +220.0% | -248.2% | -38.3% |
| All | -28.2% | +226.2% | -254.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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