+12.6%
SOFI vs SO
+57.1%
-44.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -7.0% | -1.1% | -5.9% | -6.9% |
| 30D | -4.3% | -3.7% | -0.5% | -4.0% |
| 3M | +8.4% | -5.9% | +14.3% | +8.8% |
| 6M | -5.9% | -7.3% | +1.4% | -5.5% |
| YTD | -34.3% | +3.1% | -37.4% | -35.1% |
| 1Y | -32.6% | -1.0% | -31.6% | -33.1% |
| 3Y | +101.3% | +43.2% | +58.0% | +75.1% |
| 5Y | +12.6% | +59.1% | -46.6% | +10.2% |
| All | +12.6% | +57.1% | -44.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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