-28.2%
SOFI vs TSEM
+259.4%
-287.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.4% | -3.0% |
| 7D | +0.9% | +6.9% | -6.0% | -0.4% |
| 30D | -0.2% | +5.3% | -5.5% | -1.5% |
| 3M | +6.2% | -14.9% | +21.2% | +6.2% |
| 6M | -2.6% | +80.0% | -82.6% | -22.1% |
| YTD | -30.4% | +89.4% | -119.8% | -47.2% |
| 1Y | -28.2% | +253.1% | -281.3% | -52.6% |
| All | -28.2% | +259.4% | -287.6% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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