+15.4%
SOFI vs TRMB
-39.0%
+54.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.7% |
| 7D | -4.9% | -3.0% | -1.9% | -2.1% |
| 30D | -3.5% | +2.3% | -5.8% | -5.7% |
| 3M | +3.9% | +15.3% | -11.4% | -10.8% |
| 6M | -6.5% | -14.7% | +8.2% | +6.7% |
| YTD | -33.8% | -26.4% | -7.4% | -13.7% |
| 1Y | -33.3% | -30.4% | -2.9% | -7.3% |
| 3Y | +94.6% | +13.5% | +81.1% | +68.2% |
| All | +15.4% | -39.0% | +54.4% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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