+50.3%
SOFI vs SN
+453.9%
-403.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.0% |
| 7D | -7.0% | -7.2% | +0.2% | -4.0% |
| 30D | -4.3% | -13.4% | +9.1% | +1.7% |
| 3M | +8.4% | +26.8% | -18.4% | -3.0% |
| 6M | -5.9% | +44.6% | -50.5% | -21.1% |
| YTD | -34.3% | +45.3% | -79.6% | -45.4% |
| 1Y | -32.6% | +40.1% | -72.7% | -43.5% |
| 3Y | +101.3% | +375.3% | -274.0% | +17.1% |
| All | +50.3% | +453.9% | -403.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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