+42.0%
SOFI vs XLB
+55.4%
-13.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.1% |
| 7D | -4.9% | -2.8% | -2.1% | -1.1% |
| 30D | -3.5% | -3.1% | -0.4% | +1.0% |
| 3M | +3.9% | -0.2% | +4.1% | +3.8% |
| 6M | -6.5% | +3.1% | -9.6% | -11.0% |
| YTD | -33.8% | +13.3% | -47.1% | -45.7% |
| 1Y | -33.3% | +12.0% | -45.3% | -44.1% |
| 3Y | +94.6% | +31.4% | +63.2% | +35.6% |
| 5Y | +13.3% | +33.9% | -20.6% | -19.5% |
| All | +42.0% | +55.4% | -13.4% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling