-45.7%
SOFI vs SN
+141.7%
-187.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -2.4% |
| 7D | -4.9% | +1.5% | -6.4% | -5.4% |
| 30D | +8.4% | +21.5% | -13.1% | +0.9% |
| 3M | -16.3% | +20.0% | -36.4% | -21.9% |
| 6M | +0.7% | +119.9% | -119.2% | -25.2% |
| YTD | -41.1% | +102.3% | -143.4% | -54.7% |
| 1Y | -45.7% | +148.0% | -193.7% | -61.1% |
| All | -45.7% | +141.7% | -187.4% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling