+94.6%
SOFI vs XYL
+15.7%
+78.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | -4.9% | +1.2% | -6.1% | -6.0% |
| 30D | -3.5% | -11.9% | +8.5% | +8.2% |
| 3M | +3.9% | -1.5% | +5.4% | +3.2% |
| 6M | -6.5% | -11.9% | +5.4% | +3.0% |
| YTD | -33.8% | -20.6% | -13.3% | -20.3% |
| 1Y | -33.3% | -23.5% | -9.8% | -15.9% |
| 3Y | +94.6% | +14.9% | +79.8% | +35.0% |
| All | +94.6% | +15.7% | +78.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling