+94.6%
SOFI vs TSEM
+645.3%
-550.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.1% |
| 7D | -4.9% | -4.9% | -0.1% | -3.3% |
| 30D | -3.5% | -18.7% | +15.3% | +3.1% |
| 3M | +3.9% | -18.1% | +22.0% | +6.7% |
| 6M | -6.5% | +77.1% | -83.6% | -37.5% |
| YTD | -33.8% | +80.1% | -114.0% | -57.8% |
| 1Y | -33.3% | +220.4% | -253.7% | -70.5% |
| 3Y | +94.6% | +650.1% | -555.5% | -50.6% |
| All | +94.6% | +645.3% | -550.7% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling