+15.4%
SOFI vs SPG
+106.0%
-90.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -1.2% | -3.8% | -3.9% |
| 30D | -3.5% | -6.1% | +2.7% | +2.5% |
| 3M | +3.9% | -3.6% | +7.5% | +6.3% |
| 6M | -6.5% | +10.4% | -16.9% | -17.0% |
| YTD | -33.8% | +14.4% | -48.2% | -44.0% |
| 1Y | -33.3% | +16.5% | -49.8% | -45.1% |
| 3Y | +94.6% | +106.8% | -12.2% | -10.9% |
| All | +15.4% | +106.0% | -90.7% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling