+119.0%
SOFI vs SN
+440.0%
-321.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -2.8% |
| 7D | -4.9% | +1.5% | -6.4% | -5.6% |
| 30D | +8.4% | +21.5% | -13.1% | -1.8% |
| 3M | -16.3% | +20.0% | -36.4% | -24.1% |
| 6M | +0.7% | +119.9% | -119.2% | -33.9% |
| YTD | -41.1% | +102.3% | -143.4% | -60.3% |
| 1Y | -45.7% | +148.0% | -193.7% | -67.5% |
| 3Y | +119.0% | +450.0% | -331.0% | -29.9% |
| All | +119.0% | +440.0% | -321.0% | -29.9% |
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