+15.4%
SOFI vs TDY
+39.0%
-23.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.6% |
| 7D | -4.9% | -1.1% | -3.8% | -3.8% |
| 30D | -3.5% | -12.0% | +8.6% | +9.5% |
| 3M | +3.9% | -3.2% | +7.1% | +7.2% |
| 6M | -6.5% | -7.9% | +1.3% | +1.2% |
| YTD | -33.8% | +18.2% | -52.1% | -45.7% |
| 1Y | -33.3% | +6.7% | -39.9% | -38.8% |
| 3Y | +94.6% | +47.5% | +47.1% | +27.6% |
| All | +15.4% | +39.0% | -23.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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