-40.8%
SOFI vs TEM
-11.1%
-29.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.5% | +4.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | +9.2% | -9.5% | +18.7% | +12.1% |
| 3M | -7.1% | +60.7% | -67.8% | -27.1% |
| 6M | +7.3% | +35.5% | -28.2% | -10.4% |
| YTD | -33.6% | +28.0% | -61.7% | -46.3% |
| 1Y | -40.8% | -10.5% | -30.3% | -36.8% |
| All | -40.8% | -11.1% | -29.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling