-40.8%
SOFI vs SPG
+34.3%
-75.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.2% |
| 7D | +1.4% | +8.2% | -6.8% | +0.4% |
| 30D | +9.2% | +13.5% | -4.3% | +7.4% |
| 3M | -7.1% | +2.2% | -9.3% | -8.2% |
| 6M | +7.3% | +15.9% | -8.6% | +3.1% |
| YTD | -33.6% | +27.6% | -61.2% | -35.2% |
| 1Y | -40.8% | +30.9% | -71.8% | -42.7% |
| All | -40.8% | +34.3% | -75.1% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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