+10.5%
SOFI vs SIMO
+312.7%
-302.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.3% |
| 7D | -2.9% | +14.5% | -17.4% | -6.2% |
| 30D | -4.4% | +20.4% | -24.8% | -9.0% |
| 3M | +5.2% | +7.1% | -1.9% | +1.0% |
| 6M | -7.8% | +129.2% | -137.0% | -33.9% |
| YTD | -33.8% | +201.9% | -235.7% | -59.2% |
| 1Y | -33.3% | +235.5% | -268.8% | -60.9% |
| 3Y | +102.7% | +463.8% | -361.1% | -8.4% |
| 5Y | +10.5% | +306.7% | -296.2% | -40.5% |
| All | +10.5% | +312.7% | -302.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling