+42.0%
SOFI vs XLC
+75.6%
-33.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | -0.9% |
| 7D | -4.9% | +0.5% | -5.4% | -5.7% |
| 30D | -3.5% | +2.1% | -5.6% | -6.7% |
| 3M | +3.9% | +0.7% | +3.2% | +1.9% |
| 6M | -6.5% | -3.2% | -3.3% | -1.6% |
| YTD | -33.8% | -3.8% | -30.0% | -29.8% |
| 1Y | -33.3% | -2.0% | -31.3% | -30.5% |
| 3Y | +94.6% | +71.4% | +23.3% | -10.4% |
| 5Y | +13.3% | +40.7% | -27.4% | -29.6% |
| All | +42.0% | +75.6% | -33.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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