-28.2%
SOFI vs XYZ
+9.3%
-37.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.4% |
| 30D | -0.2% | -1.7% | +1.5% | +0.7% |
| 3M | +6.2% | +16.7% | -10.5% | -1.9% |
| 6M | -2.6% | +26.9% | -29.4% | -13.4% |
| YTD | -30.4% | +27.1% | -57.6% | -37.2% |
| 1Y | -28.2% | +9.3% | -37.5% | -24.6% |
| All | -28.2% | +9.3% | -37.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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