+41.1%
SOFI vs SITM
+424.7%
-383.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.4% |
| 7D | -7.0% | +4.8% | -11.9% | -8.7% |
| 30D | -4.3% | -9.7% | +5.4% | -1.3% |
| 3M | +8.4% | -9.3% | +17.8% | +8.1% |
| 6M | -5.9% | +69.5% | -75.4% | -29.5% |
| YTD | -34.3% | +70.5% | -104.8% | -52.6% |
| 1Y | -32.6% | +145.3% | -177.8% | -59.8% |
| 3Y | +101.3% | +432.8% | -331.5% | -24.5% |
| 5Y | +12.6% | +174.0% | -161.5% | -51.9% |
| All | +41.1% | +424.7% | -383.7% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling