-33.3%
SOFI vs XLP
+6.1%
-39.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -4.6% |
| 7D | -2.9% | -2.9% | 0.0% | -4.8% |
| 30D | -4.4% | -2.2% | -2.1% | -5.8% |
| 3M | +5.2% | -0.6% | +5.8% | +4.9% |
| 6M | -7.8% | -2.2% | -5.6% | -9.5% |
| YTD | -33.8% | +8.3% | -42.1% | -32.1% |
| 1Y | -33.3% | +5.7% | -39.0% | -33.7% |
| All | -33.3% | +6.1% | -39.4% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling