+32.9%
SOFI vs XLP
+55.3%
-22.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.5% |
| 7D | -3.3% | +0.7% | -4.0% | -3.6% |
| 30D | +3.5% | +10.3% | -6.7% | -0.7% |
| 3M | -10.4% | +6.5% | -17.0% | -12.9% |
| 6M | -0.6% | +8.4% | -8.9% | -4.7% |
| YTD | -38.1% | +18.2% | -56.3% | -44.3% |
| 1Y | -40.3% | +22.4% | -62.7% | -47.6% |
| 3Y | +116.4% | +41.9% | +74.5% | +68.9% |
| 5Y | -28.2% | +40.9% | -69.0% | -40.4% |
| All | +32.9% | +55.3% | -22.4% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling