+47.6%
SOFI vs XYL
+14.3%
+33.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -3.9% |
| 7D | +5.6% | +1.8% | +3.8% | +3.8% |
| 30D | -2.0% | -9.2% | +7.2% | +7.2% |
| 3M | +9.2% | -0.3% | +9.4% | +7.7% |
| 6M | -4.7% | -11.0% | +6.3% | +4.5% |
| YTD | -31.2% | -19.2% | -12.0% | -18.0% |
| 1Y | -30.6% | -21.2% | -9.4% | -15.0% |
| 3Y | +110.6% | +18.6% | +92.0% | +70.5% |
| 5Y | +16.4% | -14.3% | +30.7% | +20.6% |
| All | +47.6% | +14.3% | +33.3% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling