+94.7%
SOFI vs SPGI
+16.0%
+78.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.0% |
| 7D | -2.9% | -3.1% | +0.2% | -0.7% |
| 30D | -4.4% | +2.0% | -6.4% | -6.2% |
| 3M | +5.2% | +4.3% | +0.9% | 0.0% |
| 6M | -7.8% | -0.2% | -7.5% | -9.2% |
| YTD | -33.8% | -14.8% | -19.0% | -26.5% |
| 1Y | -33.3% | -18.5% | -14.7% | -22.9% |
| All | +94.7% | +16.0% | +78.8% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling