+42.0%
SOFI vs TRGP
+1,114.6%
-1,072.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -3.5% | +8.0% | -11.5% | -8.0% |
| 3M | +3.9% | +8.3% | -4.4% | -2.6% |
| 6M | -6.5% | +23.9% | -30.4% | -20.4% |
| YTD | -33.8% | +59.6% | -93.5% | -52.1% |
| 1Y | -33.3% | +79.4% | -112.7% | -55.9% |
| 3Y | +94.6% | +269.4% | -174.8% | -12.6% |
| 5Y | +13.3% | +641.6% | -628.4% | -65.0% |
| All | +42.0% | +1,114.6% | -1,072.7% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling