-28.2%
SOFI vs SNOW
+51.4%
-79.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | +0.2% |
| 7D | +0.9% | +2.8% | -1.9% | -0.4% |
| 30D | -0.2% | +6.4% | -6.6% | -2.5% |
| 3M | +6.2% | +38.1% | -31.8% | -4.4% |
| 6M | -2.6% | +100.4% | -103.0% | -22.5% |
| YTD | -30.4% | +53.7% | -84.1% | -39.0% |
| 1Y | -28.2% | +52.0% | -80.2% | -35.9% |
| All | -28.2% | +51.4% | -79.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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