-33.3%
SOFI vs XLU
+3.1%
-36.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -4.9% | -1.6% | -3.3% | -4.7% |
| 30D | -3.5% | -3.3% | -0.1% | -3.0% |
| 3M | +3.9% | -3.2% | +7.1% | +4.1% |
| 6M | -6.5% | -7.0% | +0.4% | -4.9% |
| YTD | -33.8% | +0.6% | -34.5% | -37.8% |
| 1Y | -33.3% | +2.4% | -35.7% | -33.4% |
| All | -33.3% | +3.1% | -36.4% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling