+15.4%
SOFI vs XLI
+80.9%
-65.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | -1.3% |
| 7D | -4.9% | -1.7% | -3.3% | -2.0% |
| 30D | -3.5% | -7.3% | +3.8% | +10.7% |
| 3M | +3.9% | -1.3% | +5.2% | +6.5% |
| 6M | -6.5% | +2.2% | -8.8% | -10.9% |
| YTD | -33.8% | +11.7% | -45.5% | -47.3% |
| 1Y | -33.3% | +14.3% | -47.5% | -48.5% |
| 3Y | +94.6% | +70.3% | +24.3% | -21.9% |
| All | +15.4% | +80.9% | -65.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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