-32.7%
SOFI vs THC
+258.4%
-291.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -4.9% | +1.0% | -5.8% | -5.1% |
| 30D | +8.4% | +5.3% | +3.1% | +6.5% |
| 3M | -16.3% | +7.1% | -23.4% | -18.6% |
| 6M | +0.7% | +46.0% | -45.3% | -13.3% |
| YTD | -41.1% | +43.9% | -85.0% | -49.8% |
| 1Y | -45.7% | +45.4% | -91.1% | -53.9% |
| 3Y | +119.0% | +421.3% | -302.3% | +0.5% |
| All | -32.7% | +258.4% | -291.1% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling