+12.6%
SOFI vs XLC
+37.9%
-25.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.7% |
| 7D | -7.0% | -1.7% | -5.4% | -4.4% |
| 30D | -4.3% | +0.2% | -4.5% | -4.7% |
| 3M | +8.4% | +0.7% | +7.7% | +6.3% |
| 6M | -5.9% | -4.5% | -1.4% | +1.3% |
| YTD | -34.3% | -4.7% | -29.5% | -29.0% |
| 1Y | -32.6% | -1.5% | -31.1% | -30.3% |
| 3Y | +101.3% | +72.2% | +29.0% | -10.8% |
| 5Y | +12.6% | +39.3% | -26.8% | -23.4% |
| All | +12.6% | +37.9% | -25.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling