+49.3%
SOFI vs XLP
+44.9%
+4.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | -0.2% | -0.9% | +0.7% | +0.1% |
| 3M | +6.2% | +3.8% | +2.4% | +3.7% |
| 6M | -2.6% | -1.7% | -0.8% | -2.4% |
| YTD | -30.4% | +10.3% | -40.7% | -35.5% |
| 1Y | -28.2% | +7.8% | -36.0% | -32.7% |
| 3Y | +107.3% | +27.2% | +80.1% | +71.0% |
| 5Y | +20.2% | +32.5% | -12.3% | +2.4% |
| All | +49.3% | +44.9% | +4.5% | +22.4% |
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