+15.4%
SOFI vs SITM
+187.3%
-171.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -1.3% |
| 7D | -4.9% | +3.9% | -8.8% | -6.2% |
| 30D | -3.5% | -6.6% | +3.1% | -1.7% |
| 3M | +3.9% | -11.9% | +15.8% | +4.7% |
| 6M | -6.5% | +81.1% | -87.7% | -31.1% |
| YTD | -33.8% | +80.0% | -113.8% | -52.8% |
| 1Y | -33.3% | +145.8% | -179.1% | -59.7% |
| 3Y | +94.6% | +475.9% | -381.3% | -28.1% |
| All | +15.4% | +187.3% | -171.9% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling