-40.8%
SOFI vs VMC
+3.7%
-44.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +1.5% |
| 7D | +1.4% | +12.3% | -10.9% | -4.1% |
| 30D | +9.2% | +21.2% | -12.1% | -0.3% |
| 3M | -7.1% | +4.6% | -11.7% | -9.5% |
| 6M | +7.3% | +3.9% | +3.4% | +3.5% |
| YTD | -33.6% | +5.0% | -38.6% | -42.1% |
| 1Y | -40.8% | +2.6% | -43.4% | -47.1% |
| All | -40.8% | +3.7% | -44.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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