-51.5%
SOFI vs XLP
+20.7%
-72.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -4.2% |
| 7D | -2.6% | -0.2% | -2.3% | -2.7% |
| 30D | +2.6% | +8.2% | -5.6% | +8.5% |
| 3M | -12.9% | +7.7% | -20.6% | -8.2% |
| 6M | -1.7% | +9.3% | -11.0% | +5.2% |
| YTD | -40.3% | +19.5% | -59.8% | -33.9% |
| 1Y | -51.5% | +21.0% | -72.5% | -46.3% |
| All | -51.5% | +20.7% | -72.2% | -46.3% |
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