+42.0%
SOFI vs SNOW
+16.1%
+25.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.2% |
| 7D | -2.9% | +8.4% | -11.2% | -7.4% |
| 30D | -4.4% | -1.0% | -3.4% | -4.7% |
| 3M | +5.2% | +38.3% | -33.1% | -11.8% |
| 6M | -7.8% | +81.3% | -89.1% | -36.6% |
| YTD | -33.8% | +51.1% | -84.9% | -50.3% |
| 1Y | -33.3% | +47.0% | -80.2% | -49.4% |
| 3Y | +102.7% | +99.7% | +2.9% | +18.4% |
| 5Y | +10.5% | +3.6% | +6.9% | -13.2% |
| All | +42.0% | +16.1% | +25.9% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling