+26.4%
SOFI vs THC
+609.2%
-582.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -4.9% | +1.0% | -5.8% | -5.1% |
| 30D | +8.4% | +5.3% | +3.1% | +6.7% |
| 3M | -16.3% | +7.1% | -23.4% | -18.4% |
| 6M | +0.7% | +46.0% | -45.3% | -12.2% |
| YTD | -41.1% | +43.9% | -85.0% | -49.1% |
| 1Y | -45.7% | +45.4% | -91.1% | -53.2% |
| 3Y | +119.0% | +421.3% | -302.3% | +11.4% |
| 5Y | -32.2% | +261.5% | -293.7% | -63.0% |
| All | +26.4% | +609.2% | -582.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling