+15.4%
SOFI vs SM
+108.4%
-93.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | +4.6% | -9.5% | -6.0% |
| 30D | -3.5% | +18.2% | -21.7% | -7.7% |
| 3M | +3.9% | +22.5% | -18.6% | -3.0% |
| 6M | -6.5% | +50.6% | -57.1% | -20.3% |
| YTD | -33.8% | +108.1% | -142.0% | -49.7% |
| 1Y | -33.3% | +46.0% | -79.3% | -43.6% |
| 3Y | +94.6% | +2.9% | +91.7% | +77.3% |
| All | +15.4% | +108.4% | -93.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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