+47.6%
SOFI vs SO
+79.5%
-31.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | +5.6% | +1.0% | +4.6% | +5.6% |
| 30D | -2.0% | -3.2% | +1.2% | -1.9% |
| 3M | +9.2% | -1.7% | +10.9% | +9.0% |
| 6M | -4.7% | -7.2% | +2.5% | -4.4% |
| YTD | -31.2% | +4.6% | -35.8% | -31.9% |
| 1Y | -30.6% | +1.2% | -31.8% | -31.1% |
| 3Y | +110.6% | +45.3% | +65.4% | +90.4% |
| 5Y | +16.4% | +58.7% | -42.3% | +12.5% |
| All | +47.6% | +79.5% | -31.9% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling