-10.4%
SOFI vs XLP
+5.1%
-15.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +0.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.1% |
| 30D | +3.5% | +10.3% | -6.7% | +5.1% |
| 3M | -10.4% | +6.5% | -17.0% | -8.6% |
| All | -10.4% | +5.1% | -15.5% | -8.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling