+116.4%
SOFI vs XLP
+42.1%
+74.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.3% |
| 30D | +3.5% | +10.3% | -6.7% | +2.1% |
| 3M | -10.4% | +6.5% | -17.0% | -11.2% |
| 6M | -0.6% | +8.4% | -8.9% | -2.1% |
| YTD | -38.1% | +18.2% | -56.3% | -42.7% |
| 1Y | -40.3% | +22.4% | -62.7% | -46.2% |
| 3Y | +116.4% | +41.9% | +74.5% | +31.7% |
| All | +116.4% | +42.1% | +74.3% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling