+49.3%
SOFI vs SPGI
+48.3%
+1.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.3% |
| 7D | +0.9% | +0.1% | +0.7% | +0.6% |
| 30D | -0.2% | +8.4% | -8.6% | -6.9% |
| 3M | +6.2% | +11.8% | -5.6% | -5.2% |
| 6M | -2.6% | +5.7% | -8.3% | -8.7% |
| YTD | -30.4% | -9.7% | -20.7% | -26.6% |
| 1Y | -28.2% | -12.5% | -15.8% | -22.9% |
| 3Y | +107.3% | +21.8% | +85.5% | +64.8% |
| 5Y | +20.2% | +8.2% | +12.0% | -2.3% |
| All | +49.3% | +48.3% | +1.0% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling