+94.6%
SOFI vs TRU
-1.3%
+95.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.1% |
| 7D | -4.9% | -2.7% | -2.2% | -3.4% |
| 30D | -3.5% | -2.0% | -1.4% | -2.6% |
| 3M | +3.9% | +18.4% | -14.5% | -8.0% |
| 6M | -6.5% | +8.9% | -15.4% | -13.5% |
| YTD | -33.8% | -8.9% | -24.9% | -32.1% |
| 1Y | -33.3% | -15.9% | -17.4% | -28.6% |
| 3Y | +94.6% | -1.1% | +95.7% | +112.4% |
| All | +94.6% | -1.3% | +95.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling