+51.4%
SOFI vs SN
+476.8%
-425.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.4% | -2.3% |
| 7D | -2.9% | -3.4% | +0.5% | -1.4% |
| 30D | -4.4% | -9.1% | +4.7% | -0.4% |
| 3M | +5.2% | +31.8% | -26.5% | -7.4% |
| 6M | -7.8% | +52.0% | -59.8% | -24.3% |
| YTD | -33.8% | +51.3% | -85.1% | -45.9% |
| 1Y | -33.3% | +46.9% | -80.1% | -45.2% |
| 3Y | +102.7% | +394.9% | -292.2% | +15.9% |
| All | +51.4% | +476.8% | -425.4% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling