+42.0%
SOFI vs TRV
+198.3%
-156.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.3% |
| 7D | -4.9% | +1.9% | -6.9% | -5.3% |
| 30D | -3.5% | +1.7% | -5.2% | -3.8% |
| 3M | +3.9% | +23.9% | -20.0% | -0.4% |
| 6M | -6.5% | +26.3% | -32.8% | -10.7% |
| YTD | -33.8% | +30.8% | -64.7% | -37.4% |
| 1Y | -33.3% | +36.3% | -69.6% | -37.5% |
| 3Y | +94.6% | +145.0% | -50.4% | +73.5% |
| 5Y | +13.3% | +163.9% | -150.6% | +1.2% |
| All | +42.0% | +198.3% | -156.3% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling