+94.7%
SOFI vs TPR
+279.7%
-185.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.1% |
| 7D | -2.9% | -7.3% | +4.4% | +0.9% |
| 30D | -4.4% | -30.7% | +26.4% | +13.7% |
| 3M | +5.2% | -21.6% | +26.8% | +16.1% |
| 6M | -7.8% | -21.3% | +13.6% | +0.3% |
| YTD | -33.8% | -10.2% | -23.6% | -34.6% |
| 1Y | -33.3% | +9.5% | -42.8% | -42.4% |
| All | +94.7% | +279.7% | -185.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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