+37.3%
SOFI vs XLP
+56.7%
-19.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +6.0% | +8.9% | -2.9% | +2.3% |
| 3M | -8.9% | +7.5% | -16.3% | -11.6% |
| 6M | +6.3% | +9.4% | -3.1% | +1.6% |
| YTD | -36.0% | +19.3% | -55.3% | -42.6% |
| 1Y | -40.6% | +21.7% | -62.4% | -47.6% |
| 3Y | +144.5% | +44.0% | +100.6% | +89.5% |
| 5Y | -24.3% | +42.8% | -67.1% | -37.1% |
| All | +37.3% | +56.7% | -19.4% | +8.9% |
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