+42.0%
SOFI vs SYY
+27.8%
+14.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -5.9% | -4.6% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | -4.4% | -2.7% | -1.6% | -3.5% |
| 3M | +5.2% | +5.9% | -0.7% | +2.6% |
| 6M | -7.8% | -2.3% | -5.4% | -7.9% |
| YTD | -33.8% | +13.1% | -46.9% | -38.5% |
| 1Y | -33.3% | +3.8% | -37.0% | -35.8% |
| 3Y | +102.7% | +26.7% | +76.0% | +69.6% |
| 5Y | +10.5% | +19.4% | -9.0% | -1.5% |
| All | +42.0% | +27.8% | +14.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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