+59.1%
SOFI vs SN
+490.7%
-431.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.1% |
| 7D | +0.9% | -9.3% | +10.2% | +5.2% |
| 30D | -0.2% | -4.8% | +4.6% | +1.9% |
| 3M | +6.2% | +40.4% | -34.2% | -9.3% |
| 6M | -2.6% | +50.9% | -53.5% | -19.8% |
| YTD | -30.4% | +54.9% | -85.3% | -43.7% |
| 1Y | -28.2% | +43.0% | -71.2% | -40.3% |
| 3Y | +107.3% | +391.8% | -284.5% | +17.4% |
| All | +59.1% | +490.7% | -431.6% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling