+42.0%
SOFI vs SPYG
+127.0%
-85.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.8% |
| 7D | -4.9% | -0.9% | -4.1% | -3.5% |
| 30D | -3.5% | -1.5% | -1.9% | -0.6% |
| 3M | +3.9% | +3.7% | +0.2% | -1.7% |
| 6M | -6.5% | +16.4% | -23.0% | -26.9% |
| YTD | -33.8% | +13.3% | -47.2% | -45.7% |
| 1Y | -33.3% | +17.9% | -51.1% | -47.7% |
| 3Y | +94.6% | +98.3% | -3.7% | -32.4% |
| 5Y | +13.3% | +86.4% | -73.2% | -52.1% |
| All | +42.0% | +127.0% | -85.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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