+42.0%
SOFI vs SMTC
+124.8%
-82.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.1% |
| 7D | -2.9% | +22.5% | -25.3% | -10.1% |
| 30D | -4.4% | +24.9% | -29.2% | -13.2% |
| 3M | +5.2% | +4.1% | +1.1% | -0.7% |
| 6M | -7.8% | +92.6% | -100.3% | -34.0% |
| YTD | -33.8% | +122.5% | -156.3% | -55.9% |
| 1Y | -33.3% | +166.2% | -199.5% | -59.2% |
| 3Y | +102.7% | +577.2% | -474.5% | -34.4% |
| 5Y | +10.5% | +119.0% | -108.5% | -28.5% |
| All | +42.0% | +124.8% | -82.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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