+16.4%
SOFI vs TPR
+230.0%
-213.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | +1.0% |
| 7D | +5.6% | -3.4% | +9.0% | +7.7% |
| 30D | -2.0% | -27.3% | +25.3% | +16.0% |
| 3M | +9.2% | -16.2% | +25.4% | +17.5% |
| 6M | -4.7% | -17.9% | +13.2% | +2.5% |
| YTD | -31.2% | -7.1% | -24.1% | -32.9% |
| 1Y | -30.6% | +13.6% | -44.2% | -41.3% |
| 3Y | +110.6% | +293.7% | -183.1% | -27.7% |
| 5Y | +16.4% | +239.1% | -222.7% | -57.4% |
| All | +16.4% | +230.0% | -213.5% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling