+47.6%
SOFI vs SPOT
+66.5%
-18.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +0.2% |
| 7D | +5.6% | -2.9% | +8.5% | +7.2% |
| 30D | -2.0% | +8.3% | -10.3% | -6.6% |
| 3M | +9.2% | +5.1% | +4.1% | +4.7% |
| 6M | -4.7% | -6.5% | +1.8% | -4.6% |
| YTD | -31.2% | -9.0% | -22.2% | -31.1% |
| 1Y | -30.6% | -26.4% | -4.2% | -21.7% |
| 3Y | +110.6% | +240.0% | -129.4% | -16.3% |
| 5Y | +16.4% | +111.7% | -95.3% | -41.7% |
| All | +47.6% | +66.5% | -18.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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