-46.7%
SOFI vs XRT
+14.5%
-61.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -2.8% | -4.9% | -5.2% |
| 7D | -8.9% | +2.3% | -11.2% | -10.7% |
| 30D | +1.8% | +9.8% | -8.0% | -6.6% |
| 3M | -12.1% | -0.2% | -11.9% | -12.0% |
| 6M | +0.1% | +8.4% | -8.3% | -8.2% |
| YTD | -38.7% | +7.5% | -46.3% | -43.9% |
| 1Y | -46.7% | +13.2% | -59.8% | -54.8% |
| All | -46.7% | +14.5% | -61.2% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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