+49.3%
SOFI vs TLT
-36.7%
+86.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -0.2% | -0.6% | +0.4% | +0.1% |
| 3M | +6.2% | -2.7% | +9.0% | +7.5% |
| 6M | -2.6% | -5.6% | +3.1% | -0.5% |
| YTD | -30.4% | -2.8% | -27.6% | -29.6% |
| 1Y | -28.2% | -1.4% | -26.8% | -27.7% |
| 3Y | +107.3% | -1.6% | +108.9% | +106.1% |
| 5Y | +20.2% | -33.8% | +54.0% | +16.2% |
| All | +49.3% | -36.7% | +86.1% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling