+42.0%
SOFI vs SPYM
+119.7%
-77.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -2.8% |
| 7D | -2.9% | -0.4% | -2.5% | -2.0% |
| 30D | -4.4% | -1.4% | -3.0% | -1.1% |
| 3M | +5.2% | +3.7% | +1.5% | -1.6% |
| 6M | -7.8% | +13.0% | -20.8% | -27.7% |
| YTD | -33.8% | +12.5% | -46.3% | -47.4% |
| 1Y | -33.3% | +18.6% | -51.9% | -51.5% |
| 3Y | +102.7% | +78.0% | +24.7% | -29.6% |
| 5Y | +10.5% | +82.3% | -71.9% | -59.5% |
| All | +42.0% | +119.7% | -77.6% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling