+41.1%
SOFI vs SPGI
+37.3%
+3.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.8% |
| 7D | -7.0% | -8.9% | +1.9% | +0.1% |
| 30D | -4.3% | +0.6% | -4.9% | -5.3% |
| 3M | +8.4% | +2.0% | +6.5% | +4.5% |
| 6M | -5.9% | +0.1% | -6.0% | -8.1% |
| YTD | -34.3% | -16.4% | -17.8% | -26.3% |
| 1Y | -32.6% | -18.9% | -13.6% | -23.0% |
| 3Y | +101.3% | +13.8% | +87.5% | +68.8% |
| 5Y | +12.6% | +0.5% | +12.0% | -2.8% |
| All | +41.1% | +37.3% | +3.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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