+94.6%
SOFI vs TEVA
+280.8%
-186.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -4.9% | +2.0% | -6.9% | -5.3% |
| 30D | -3.5% | +1.0% | -4.4% | -3.6% |
| 3M | +3.9% | +7.3% | -3.4% | +2.2% |
| 6M | -6.5% | +21.7% | -28.3% | -11.4% |
| YTD | -33.8% | +18.8% | -52.7% | -37.2% |
| 1Y | -33.3% | +86.5% | -119.8% | -44.6% |
| 3Y | +94.6% | +269.4% | -174.8% | +20.5% |
| All | +94.6% | +280.8% | -186.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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