+42.0%
SOFI vs SPG
+222.4%
-180.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -1.2% | -3.8% | -4.0% |
| 30D | -3.5% | -6.1% | +2.7% | +1.6% |
| 3M | +3.9% | -3.6% | +7.5% | +6.0% |
| 6M | -6.5% | +10.4% | -16.9% | -15.4% |
| YTD | -33.8% | +14.4% | -48.2% | -42.5% |
| 1Y | -33.3% | +16.5% | -49.8% | -43.3% |
| 3Y | +94.6% | +106.8% | -12.2% | +4.3% |
| 5Y | +13.3% | +108.9% | -95.6% | -39.2% |
| All | +42.0% | +222.4% | -180.5% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling