+41.1%
SOFI vs SIMO
+512.7%
-471.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.4% |
| 7D | -7.0% | +12.5% | -19.6% | -10.0% |
| 30D | -4.3% | +18.4% | -22.7% | -9.0% |
| 3M | +8.4% | +5.6% | +2.8% | +4.0% |
| 6M | -5.9% | +116.9% | -122.8% | -33.1% |
| YTD | -34.3% | +188.4% | -222.7% | -59.9% |
| 1Y | -32.6% | +221.3% | -253.8% | -61.0% |
| 3Y | +101.3% | +438.6% | -337.3% | -10.1% |
| 5Y | +12.6% | +287.9% | -275.3% | -45.7% |
| All | +41.1% | +512.7% | -471.6% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling