-28.2%
SOFI vs XLB
+17.4%
-45.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.3% |
| 7D | +0.9% | -1.4% | +2.3% | +2.2% |
| 30D | -0.2% | -0.4% | +0.2% | +0.2% |
| 3M | +6.2% | +2.0% | +4.3% | +4.4% |
| 6M | -2.6% | +1.8% | -4.4% | -3.8% |
| YTD | -30.4% | +16.6% | -47.0% | -43.1% |
| 1Y | -28.2% | +16.9% | -45.2% | -44.3% |
| All | -28.2% | +17.4% | -45.6% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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