-33.3%
SOFI vs XYZ
+7.1%
-40.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | -4.9% | -4.3% | -0.7% | -2.7% |
| 30D | -3.5% | +1.2% | -4.6% | -3.9% |
| 3M | +3.9% | +14.6% | -10.7% | -3.1% |
| 6M | -6.5% | +22.6% | -29.1% | -15.3% |
| YTD | -33.8% | +21.7% | -55.5% | -38.9% |
| 1Y | -33.3% | +6.7% | -40.0% | -28.8% |
| All | -33.3% | +7.1% | -40.4% | -28.8% |
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