+42.0%
SOFI vs XHB
+79.5%
-37.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -2.2% |
| 7D | -2.9% | -1.9% | -0.9% | -0.9% |
| 30D | -4.4% | -8.3% | +4.0% | +4.5% |
| 3M | +5.2% | -7.1% | +12.4% | +13.1% |
| 6M | -7.8% | -5.3% | -2.5% | -3.4% |
| YTD | -33.8% | -3.2% | -30.6% | -33.3% |
| 1Y | -33.3% | -13.9% | -19.4% | -24.3% |
| 3Y | +102.7% | +24.9% | +77.8% | +48.9% |
| 5Y | +10.5% | +34.5% | -24.1% | -26.3% |
| All | +42.0% | +79.5% | -37.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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