+42.0%
SOFI vs XBI
+11.0%
+31.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.9% | -4.6% | -0.3% | -0.3% |
| 30D | -3.5% | -2.0% | -1.5% | -1.5% |
| 3M | +3.9% | +17.8% | -13.9% | -12.5% |
| 6M | -6.5% | +23.7% | -30.2% | -25.3% |
| YTD | -33.8% | +28.2% | -62.1% | -49.5% |
| 1Y | -33.3% | +64.0% | -97.2% | -60.6% |
| 3Y | +94.6% | +99.4% | -4.8% | -5.8% |
| 5Y | +13.3% | +19.3% | -6.1% | -3.1% |
| All | +42.0% | +11.0% | +31.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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