+53.7%
SOFI vs SMR
+1.6%
+52.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.6% |
| 7D | -7.0% | +4.7% | -11.7% | -8.3% |
| 30D | -4.3% | +3.2% | -7.5% | -5.3% |
| 3M | +8.4% | +9.9% | -1.5% | +5.1% |
| 6M | -5.9% | -15.1% | +9.2% | -5.0% |
| YTD | -34.3% | -27.9% | -6.3% | -32.1% |
| 1Y | -32.6% | -70.2% | +37.7% | -18.6% |
| 3Y | +101.3% | +72.5% | +28.8% | +32.0% |
| All | +53.7% | +1.6% | +52.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling