-32.7%
SOFI vs TPR
+230.3%
-263.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | +8.4% | +15.1% | -6.7% | -0.6% |
| 3M | -16.3% | +3.5% | -19.9% | -19.0% |
| 6M | +0.7% | +0.4% | +0.3% | -3.8% |
| YTD | -41.1% | +4.6% | -45.7% | -46.7% |
| 1Y | -45.7% | +33.1% | -78.8% | -58.5% |
| 3Y | +119.0% | +396.0% | -276.9% | -34.4% |
| All | -32.7% | +230.3% | -263.0% | -75.7% |
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