-40.8%
SOFI vs TRV
+54.4%
-95.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.8% |
| 7D | +1.4% | +3.9% | -2.5% | +1.6% |
| 30D | +9.2% | +13.5% | -4.3% | +10.2% |
| 3M | -7.1% | +8.9% | -15.9% | -6.5% |
| 6M | +7.3% | +36.8% | -29.5% | +9.5% |
| YTD | -33.6% | +42.7% | -76.3% | -31.8% |
| 1Y | -40.8% | +49.9% | -90.7% | -41.4% |
| All | -40.8% | +54.4% | -95.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling