+15.4%
SOFI vs SPYM
+82.9%
-67.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -1.2% |
| 7D | -4.9% | -0.8% | -4.2% | -3.3% |
| 30D | -3.5% | -1.1% | -2.4% | -0.8% |
| 3M | +3.9% | +3.9% | 0.0% | -3.4% |
| 6M | -6.5% | +13.6% | -20.2% | -27.9% |
| YTD | -33.8% | +12.7% | -46.6% | -47.9% |
| 1Y | -33.3% | +17.6% | -50.9% | -51.0% |
| 3Y | +94.6% | +77.2% | +17.4% | -33.4% |
| All | +15.4% | +82.9% | -67.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 5y: compounded portfolio wealth divided by compounded SPYM 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…
5y analysis · Full analysis span regression · 6 months rolling