+49.3%
SOFI vs THC
+557.2%
-507.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.9% | -0.7% | +1.5% | +1.0% |
| 30D | -0.2% | +1.3% | -1.4% | -0.7% |
| 3M | +6.2% | +64.2% | -58.0% | -10.7% |
| 6M | -2.6% | +8.3% | -10.8% | -6.4% |
| YTD | -30.4% | +33.4% | -63.8% | -38.3% |
| 1Y | -28.2% | +37.7% | -65.9% | -37.3% |
| 3Y | +107.3% | +236.8% | -129.5% | +23.2% |
| 5Y | +20.2% | +249.3% | -229.1% | -32.8% |
| All | +49.3% | +557.2% | -507.9% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling