-39.6%
SOFI vs SOLS
+20.3%
-59.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.4% |
| 7D | -2.9% | +3.7% | -6.6% | -3.5% |
| 30D | -4.4% | +5.0% | -9.4% | -5.3% |
| 3M | +5.2% | -21.1% | +26.3% | +8.0% |
| 6M | -7.8% | -14.2% | +6.4% | -7.7% |
| YTD | -33.8% | +30.6% | -64.4% | -43.6% |
| All | -39.6% | +20.3% | -59.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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