+28.1%
SOFI vs XLP
+57.0%
-28.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | +2.6% | +8.2% | -5.6% | -0.7% |
| 3M | -12.9% | +7.7% | -20.6% | -15.6% |
| 6M | -1.7% | +9.3% | -11.0% | -6.0% |
| YTD | -40.3% | +19.5% | -59.8% | -46.5% |
| 1Y | -51.5% | +21.0% | -72.5% | -56.9% |
| 3Y | +125.2% | +43.2% | +82.0% | +75.2% |
| 5Y | -31.3% | +42.7% | -74.0% | -43.1% |
| All | +28.1% | +57.0% | -28.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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