+94.7%
SOFI vs SN
+368.4%
-273.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.4% | -2.1% |
| 7D | -2.9% | -3.4% | +0.5% | -1.1% |
| 30D | -4.4% | -9.1% | +4.7% | +0.2% |
| 3M | +5.2% | +31.8% | -26.5% | -9.6% |
| 6M | -7.8% | +52.0% | -59.8% | -27.1% |
| YTD | -33.8% | +51.3% | -85.1% | -48.0% |
| 1Y | -33.3% | +46.9% | -80.1% | -47.2% |
| All | +94.7% | +368.4% | -273.7% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling