+15.4%
SOFI vs SIRI
-41.5%
+56.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -3.5% | +2.5% | -6.0% | -4.1% |
| 3M | +3.9% | +6.6% | -2.7% | +1.7% |
| 6M | -6.5% | +32.9% | -39.4% | -14.6% |
| YTD | -33.8% | +50.5% | -84.3% | -42.2% |
| 1Y | -33.3% | +28.0% | -61.2% | -39.0% |
| 3Y | +94.6% | -22.4% | +117.0% | +95.5% |
| All | +15.4% | -41.5% | +56.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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