+10.5%
SOFI vs SPGI
+1.6%
+8.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -1.6% |
| 7D | -2.9% | -3.1% | +0.2% | -0.3% |
| 30D | -4.4% | +2.0% | -6.4% | -6.5% |
| 3M | +5.2% | +4.3% | +0.9% | -0.9% |
| 6M | -7.8% | -0.2% | -7.5% | -9.7% |
| YTD | -33.8% | -14.8% | -19.0% | -26.4% |
| 1Y | -33.3% | -18.5% | -14.7% | -23.2% |
| 3Y | +102.7% | +16.0% | +86.7% | +62.1% |
| 5Y | +10.5% | +2.2% | +8.2% | -5.8% |
| All | +10.5% | +1.6% | +8.8% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling