+42.0%
SOFI vs SPXU
-92.5%
+134.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -2.8% |
| 7D | -2.9% | +1.3% | -4.1% | -1.8% |
| 30D | -4.4% | +5.1% | -9.5% | -0.3% |
| 3M | +5.2% | -9.1% | +14.4% | +1.1% |
| 6M | -7.8% | -29.6% | +21.8% | -23.7% |
| YTD | -33.8% | -27.7% | -6.1% | -43.4% |
| 1Y | -33.3% | -37.0% | +3.7% | -46.2% |
| 3Y | +102.7% | -80.2% | +182.9% | +0.3% |
| 5Y | +10.5% | -86.0% | +96.5% | -35.4% |
| All | +42.0% | -92.5% | +134.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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