+42.0%
SOFI vs TDY
+71.2%
-29.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.4% |
| 7D | -4.9% | -1.1% | -3.8% | -4.0% |
| 30D | -3.5% | -12.0% | +8.6% | +7.2% |
| 3M | +3.9% | -3.2% | +7.1% | +6.8% |
| 6M | -6.5% | -7.9% | +1.3% | 0.0% |
| YTD | -33.8% | +18.2% | -52.1% | -43.3% |
| 1Y | -33.3% | +6.7% | -39.9% | -37.5% |
| 3Y | +94.6% | +47.5% | +47.1% | +42.4% |
| 5Y | +13.3% | +39.5% | -26.2% | -16.5% |
| All | +42.0% | +71.2% | -29.2% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling