+41.1%
SOFI vs SYK
+16.5%
+24.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.5% |
| 7D | -7.0% | -12.3% | +5.3% | +0.4% |
| 30D | -4.3% | -22.4% | +18.2% | +11.3% |
| 3M | +8.4% | -12.3% | +20.8% | +14.5% |
| 6M | -5.9% | -24.3% | +18.4% | +9.4% |
| YTD | -34.3% | -22.8% | -11.5% | -25.9% |
| 1Y | -32.6% | -28.8% | -3.8% | -19.4% |
| 3Y | +101.3% | -4.0% | +105.3% | +90.7% |
| 5Y | +12.6% | +3.8% | +8.7% | -7.7% |
| All | +41.1% | +16.5% | +24.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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