+94.6%
SOFI vs SPMO
+155.8%
-61.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | -0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -3.7% |
| 30D | -3.5% | -1.9% | -1.5% | -0.8% |
| 3M | +3.9% | -1.4% | +5.3% | +3.0% |
| 6M | -6.5% | +25.5% | -32.0% | -38.5% |
| YTD | -33.8% | +24.8% | -58.7% | -56.0% |
| 1Y | -33.3% | +24.5% | -57.8% | -54.5% |
| 3Y | +94.6% | +157.1% | -62.5% | -59.7% |
| All | +94.6% | +155.8% | -61.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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