-46.7%
SOFI vs VRSK
-2.2%
-44.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +6.9% | -14.6% | -6.4% |
| 7D | -8.9% | +10.9% | -19.8% | -7.1% |
| 30D | +1.8% | +28.0% | -26.2% | +5.5% |
| 3M | -12.1% | +12.3% | -24.4% | -10.4% |
| 6M | +0.1% | +17.8% | -17.7% | +1.7% |
| YTD | -38.7% | -4.7% | -34.0% | -40.7% |
| 1Y | -46.7% | -0.2% | -46.4% | -45.2% |
| All | -46.7% | -2.2% | -44.4% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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