+42.0%
SOFI vs SPXS
-92.5%
+134.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | -1.1% |
| 7D | -4.9% | +2.5% | -7.4% | -3.2% |
| 30D | -3.5% | +4.2% | -7.7% | +0.1% |
| 3M | +3.9% | -9.3% | +13.2% | -0.6% |
| 6M | -6.5% | -30.7% | +24.2% | -23.5% |
| YTD | -33.8% | -28.1% | -5.8% | -43.6% |
| 1Y | -33.3% | -35.1% | +1.8% | -45.0% |
| 3Y | +94.6% | -79.6% | +174.2% | -1.9% |
| 5Y | +13.3% | -86.3% | +99.5% | -34.2% |
| All | +42.0% | -92.5% | +134.5% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling