+41.1%
SOFI vs SIRI
-45.0%
+86.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -7.0% | -3.0% | -4.0% | -6.2% |
| 30D | -4.3% | +1.3% | -5.6% | -4.6% |
| 3M | +8.4% | +5.6% | +2.8% | +6.5% |
| 6M | -5.9% | +35.2% | -41.1% | -13.8% |
| YTD | -34.3% | +49.1% | -83.3% | -41.9% |
| 1Y | -32.6% | +26.8% | -59.3% | -37.8% |
| 3Y | +101.3% | -23.7% | +125.0% | +102.6% |
| 5Y | +12.6% | -41.8% | +54.4% | +27.6% |
| All | +41.1% | -45.0% | +86.0% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling