+49.3%
SOFI vs TPR
+335.6%
-286.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | -2.3% | +3.2% | +2.2% |
| 30D | -0.2% | -23.0% | +22.8% | +13.2% |
| 3M | +6.2% | -12.5% | +18.7% | +11.2% |
| 6M | -2.6% | -21.4% | +18.9% | +7.3% |
| YTD | -30.4% | -3.5% | -26.9% | -33.1% |
| 1Y | -28.2% | +17.4% | -45.6% | -39.2% |
| 3Y | +107.3% | +291.3% | -184.0% | -19.2% |
| 5Y | +20.2% | +241.9% | -221.7% | -51.2% |
| All | +49.3% | +335.6% | -286.3% | -41.7% |
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 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