+42.0%
SOFI vs XLU
+59.3%
-17.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.0% |
| 30D | -3.5% | -3.3% | -0.1% | -1.5% |
| 3M | +3.9% | -3.2% | +7.1% | +5.6% |
| 6M | -6.5% | -7.0% | +0.4% | -2.8% |
| YTD | -33.8% | +0.6% | -34.5% | -35.2% |
| 1Y | -33.3% | +2.4% | -35.7% | -35.3% |
| 3Y | +94.6% | +46.3% | +48.4% | +53.3% |
| 5Y | +13.3% | +44.0% | -30.7% | -4.2% |
| All | +42.0% | +59.3% | -17.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling