+54.6%
SOFI vs SMR
-14.3%
+69.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.7% | +16.3% | +4.2% |
| 7D | -4.9% | -11.2% | +6.3% | -3.1% |
| 30D | -3.5% | -10.2% | +6.8% | -1.8% |
| 3M | +3.9% | -10.0% | +13.9% | +4.9% |
| 6M | -6.5% | -30.5% | +23.9% | -1.8% |
| YTD | -33.8% | -39.2% | +5.4% | -29.3% |
| 1Y | -33.3% | -75.5% | +42.2% | -16.2% |
| 3Y | +94.6% | +45.4% | +49.2% | +32.0% |
| All | +54.6% | -14.3% | +69.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling