+110.6%
SOFI vs THC
+253.4%
-142.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +5.6% | -2.6% | +8.2% | +6.2% |
| 30D | -2.0% | -1.2% | -0.8% | -1.9% |
| 3M | +9.2% | +58.9% | -49.8% | -3.8% |
| 6M | -4.7% | +9.3% | -14.0% | -7.3% |
| YTD | -31.2% | +30.4% | -61.6% | -36.8% |
| 1Y | -30.6% | +34.6% | -65.2% | -37.0% |
| 3Y | +110.6% | +246.7% | -136.0% | +20.2% |
| All | +110.6% | +253.4% | -142.8% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling