-32.7%
SOFI vs SPGI
+15.2%
-47.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.3% |
| 7D | -4.9% | +1.2% | -6.1% | -5.9% |
| 30D | +8.4% | +15.9% | -7.5% | -4.6% |
| 3M | -16.3% | +12.3% | -28.6% | -24.9% |
| 6M | +0.7% | +23.7% | -23.0% | -18.8% |
| YTD | -41.1% | -3.5% | -37.6% | -41.1% |
| 1Y | -45.7% | +0.4% | -46.1% | -48.2% |
| 3Y | +119.0% | +29.9% | +89.1% | +56.2% |
| All | -32.7% | +15.2% | -47.9% | -46.4% |
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