-28.2%
SOFI vs SITM
+174.8%
-203.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -2.3% |
| 7D | +0.9% | +9.7% | -8.8% | -0.2% |
| 30D | -0.2% | +12.7% | -12.9% | -2.0% |
| 3M | +6.2% | -13.4% | +19.7% | +5.8% |
| 6M | -2.6% | +59.6% | -62.2% | -9.4% |
| YTD | -30.4% | +73.3% | -103.7% | -35.7% |
| 1Y | -28.2% | +165.5% | -193.8% | -40.8% |
| All | -28.2% | +174.8% | -203.0% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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