-40.8%
SOFI vs SITM
+47.5%
-88.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.4% | +13.0% | +4.6% |
| 7D | +1.4% | -19.5% | +20.9% | +3.5% |
| 30D | +9.2% | -43.2% | +52.4% | +14.8% |
| 3M | -7.1% | -30.8% | +23.8% | -4.3% |
| 6M | +7.3% | -28.6% | +35.9% | +9.8% |
| YTD | -33.6% | +14.2% | -47.8% | -32.3% |
| 1Y | -40.8% | +44.4% | -85.2% | -39.1% |
| All | -40.8% | +47.5% | -88.3% | -39.1% |
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