+47.6%
SOFI vs SM
+577.6%
-530.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.9% |
| 7D | +5.6% | -0.2% | +5.8% | +5.6% |
| 30D | -2.0% | +31.5% | -33.5% | -7.9% |
| 3M | +9.2% | +17.3% | -8.2% | +3.8% |
| 6M | -4.7% | +48.5% | -53.2% | -16.1% |
| YTD | -31.2% | +106.3% | -137.5% | -44.7% |
| 1Y | -30.6% | +47.3% | -77.9% | -39.8% |
| 3Y | +110.6% | -1.4% | +112.1% | +96.9% |
| 5Y | +16.4% | +114.0% | -97.6% | -7.3% |
| All | +47.6% | +577.6% | -530.0% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling