+16.4%
SOFI vs XLP
+33.4%
-16.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +5.6% | -1.4% | +7.1% | +6.5% |
| 30D | -2.0% | -1.3% | -0.7% | -1.4% |
| 3M | +9.2% | +1.8% | +7.3% | +6.9% |
| 6M | -4.7% | -0.8% | -3.9% | -5.2% |
| YTD | -31.2% | +9.5% | -40.7% | -37.7% |
| 1Y | -30.6% | +7.2% | -37.8% | -36.2% |
| 3Y | +110.6% | +27.1% | +83.5% | +59.3% |
| 5Y | +16.4% | +32.0% | -15.6% | -12.0% |
| All | +16.4% | +33.4% | -16.9% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling