+15.4%
SOFI vs TRV
+162.8%
-147.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.2% |
| 7D | -4.9% | +1.9% | -6.9% | -5.4% |
| 30D | -3.5% | +1.7% | -5.2% | -3.9% |
| 3M | +3.9% | +23.9% | -20.0% | -1.9% |
| 6M | -6.5% | +26.3% | -32.8% | -12.3% |
| YTD | -33.8% | +30.8% | -64.7% | -38.7% |
| 1Y | -33.3% | +36.3% | -69.6% | -39.0% |
| 3Y | +94.6% | +145.0% | -50.4% | +60.1% |
| All | +15.4% | +162.8% | -147.4% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling