+166.4%
SOFI vs TEM
+46.9%
+119.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.4% |
| 7D | -7.0% | -9.2% | +2.1% | -4.5% |
| 30D | -4.3% | +5.5% | -9.8% | -6.4% |
| 3M | +8.4% | +18.7% | -10.3% | +2.1% |
| 6M | -5.9% | +15.4% | -21.3% | -11.3% |
| YTD | -34.3% | -0.5% | -33.7% | -36.1% |
| 1Y | -32.6% | -24.8% | -7.7% | -30.2% |
| All | +166.4% | +46.9% | +119.6% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling