+42.0%
SOFI vs XLRE
+42.4%
-0.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.4% |
| 7D | -4.9% | -1.2% | -3.8% | -3.5% |
| 30D | -3.5% | -2.4% | -1.1% | -0.5% |
| 3M | +3.9% | -2.5% | +6.4% | +6.3% |
| 6M | -6.5% | +4.0% | -10.5% | -12.2% |
| YTD | -33.8% | +9.3% | -43.1% | -42.1% |
| 1Y | -33.3% | +5.6% | -38.9% | -39.0% |
| 3Y | +94.6% | +31.3% | +63.3% | +37.9% |
| 5Y | +13.3% | +9.5% | +3.7% | +2.1% |
| All | +42.0% | +42.4% | -0.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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