+28.1%
SOFI vs TPR
+373.0%
-344.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -2.6% | -1.1% | -1.4% | -1.9% |
| 30D | +2.6% | +15.1% | -12.5% | -5.6% |
| 3M | -12.9% | -13.4% | +0.5% | -8.0% |
| 6M | -1.7% | +1.4% | -3.1% | -6.3% |
| YTD | -40.3% | +4.8% | -45.1% | -45.6% |
| 1Y | -51.5% | +29.2% | -80.7% | -61.3% |
| 3Y | +125.2% | +403.7% | -278.5% | -24.8% |
| 5Y | -31.3% | +230.8% | -262.2% | -72.5% |
| All | +28.1% | +373.0% | -344.9% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling