+42.0%
SOFI vs SRE
+58.9%
-16.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.6% |
| 7D | -2.9% | +1.5% | -4.3% | -3.4% |
| 30D | -4.4% | +0.8% | -5.2% | -5.2% |
| 3M | +5.2% | -5.8% | +11.0% | +7.2% |
| 6M | -7.8% | -7.8% | 0.0% | -5.6% |
| YTD | -33.8% | -2.4% | -31.5% | -34.5% |
| 1Y | -33.3% | +8.9% | -42.2% | -37.5% |
| 3Y | +102.7% | +31.1% | +71.6% | +74.0% |
| 5Y | +10.5% | +48.6% | -38.2% | +6.4% |
| All | +42.0% | +58.9% | -16.9% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling