+26.4%
SOFI vs XRT
+53.4%
-27.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.8% |
| 7D | -4.9% | +1.7% | -6.6% | -6.6% |
| 30D | +8.4% | +7.5% | +0.9% | 0.0% |
| 3M | -16.3% | +2.2% | -18.5% | -18.6% |
| 6M | +0.7% | +14.7% | -13.9% | -13.8% |
| YTD | -41.1% | +7.5% | -48.6% | -46.0% |
| 1Y | -45.7% | +14.1% | -59.8% | -53.6% |
| 3Y | +119.0% | +58.8% | +60.3% | +39.5% |
| 5Y | -32.2% | -3.9% | -28.3% | -39.2% |
| All | +26.4% | +53.4% | -27.0% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling