+42.0%
SOFI vs XRT
+42.6%
-0.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | -0.9% |
| 7D | -4.9% | -3.2% | -1.7% | -1.5% |
| 30D | -3.5% | -4.5% | +1.0% | +1.4% |
| 3M | +3.9% | -3.1% | +7.0% | +7.1% |
| 6M | -6.5% | +4.2% | -10.8% | -11.0% |
| YTD | -33.8% | -0.1% | -33.7% | -34.2% |
| 1Y | -33.3% | -3.0% | -30.2% | -31.4% |
| 3Y | +94.6% | +41.8% | +52.8% | +40.5% |
| 5Y | +13.3% | -1.3% | +14.5% | +7.5% |
| All | +42.0% | +42.6% | -0.6% | +46.9% |
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