+10.5%
SOFI vs TLT
-34.2%
+44.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -4.4% | 0.0% | -4.3% | -4.3% |
| 3M | +5.2% | -2.9% | +8.1% | +6.8% |
| 6M | -7.8% | -6.3% | -1.5% | -5.1% |
| YTD | -33.8% | -3.3% | -30.5% | -32.7% |
| 1Y | -33.3% | -4.2% | -29.1% | -32.0% |
| 3Y | +102.7% | -1.7% | +104.4% | +101.5% |
| 5Y | +10.5% | -34.9% | +45.3% | +13.5% |
| All | +10.5% | -34.2% | +44.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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