+41.1%
SOFI vs TROW
-9.7%
+50.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -7.0% | -3.0% | -4.0% | -4.2% |
| 30D | -4.3% | -5.5% | +1.2% | +1.2% |
| 3M | +8.4% | +2.3% | +6.2% | +5.7% |
| 6M | -5.9% | +23.9% | -29.8% | -24.0% |
| YTD | -34.3% | +7.9% | -42.2% | -39.5% |
| 1Y | -32.6% | +6.1% | -38.7% | -36.7% |
| 3Y | +101.3% | +13.8% | +87.5% | +77.6% |
| 5Y | +12.6% | -38.2% | +50.8% | +61.1% |
| All | +41.1% | -9.7% | +50.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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