+47.6%
SOFI vs TXT
+66.1%
-18.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.6% |
| 7D | +5.6% | -0.2% | +5.8% | +5.8% |
| 30D | -2.0% | -11.1% | +9.0% | +7.1% |
| 3M | +9.2% | -13.0% | +22.1% | +21.1% |
| 6M | -4.7% | -16.2% | +11.5% | +8.0% |
| YTD | -31.2% | -8.7% | -22.5% | -28.3% |
| 1Y | -30.6% | -3.8% | -26.8% | -31.2% |
| 3Y | +110.6% | +5.5% | +105.1% | +90.5% |
| 5Y | +16.4% | +12.3% | +4.1% | +0.1% |
| All | +47.6% | +66.1% | -18.5% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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