+15.4%
SOFI vs SRE
+45.6%
-30.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | -3.5% | -3.0% | -0.5% | -2.5% |
| 3M | +3.9% | -8.3% | +12.2% | +8.0% |
| 6M | -6.5% | -8.9% | +2.4% | -3.3% |
| YTD | -33.8% | -4.3% | -29.6% | -34.1% |
| 1Y | -33.3% | +2.7% | -36.0% | -36.6% |
| 3Y | +94.6% | +28.7% | +65.9% | +55.3% |
| All | +15.4% | +45.6% | -30.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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