+15.4%
SOFI vs VMC
+47.0%
-31.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.1% |
| 7D | -4.9% | -3.8% | -1.2% | -1.6% |
| 30D | -3.5% | -9.7% | +6.2% | +5.9% |
| 3M | +3.9% | -9.6% | +13.5% | +12.7% |
| 6M | -6.5% | -4.8% | -1.7% | -4.7% |
| YTD | -33.8% | -10.9% | -23.0% | -30.0% |
| 1Y | -33.3% | -15.6% | -17.7% | -25.4% |
| 3Y | +94.6% | +19.3% | +75.3% | +51.4% |
| All | +15.4% | +47.0% | -31.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling