+42.0%
SOFI vs XLV
+58.6%
-16.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -4.9% | -3.6% | -1.4% | -1.1% |
| 30D | -3.5% | -1.8% | -1.6% | -1.5% |
| 3M | +3.9% | +7.8% | -3.9% | -5.8% |
| 6M | -6.5% | +9.1% | -15.6% | -16.6% |
| YTD | -33.8% | +7.7% | -41.6% | -40.7% |
| 1Y | -33.3% | +20.4% | -53.7% | -48.5% |
| 3Y | +94.6% | +30.8% | +63.8% | +33.5% |
| 5Y | +13.3% | +34.6% | -21.4% | -23.8% |
| All | +42.0% | +58.6% | -16.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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