+15.4%
SOFI vs TXG
-62.8%
+78.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.8% |
| 7D | -4.9% | +9.5% | -14.4% | -8.8% |
| 30D | -3.5% | +18.8% | -22.2% | -10.7% |
| 3M | +3.9% | +136.1% | -132.2% | -30.6% |
| 6M | -6.5% | +235.2% | -241.8% | -47.8% |
| YTD | -33.8% | +320.5% | -354.4% | -67.3% |
| 1Y | -33.3% | +425.2% | -458.5% | -71.2% |
| 3Y | +94.6% | +42.9% | +51.7% | +42.5% |
| All | +15.4% | -62.8% | +78.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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