+42.0%
SOFI vs Z
-75.2%
+117.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.6% |
| 7D | -4.9% | -6.0% | +1.1% | -1.8% |
| 30D | -3.5% | -2.3% | -1.2% | -2.9% |
| 3M | +3.9% | -0.6% | +4.5% | +2.3% |
| 6M | -6.5% | -27.6% | +21.1% | +9.7% |
| YTD | -33.8% | -52.4% | +18.5% | -2.5% |
| 1Y | -33.3% | -63.6% | +30.3% | +13.6% |
| 3Y | +94.6% | -36.4% | +131.0% | +129.5% |
| 5Y | +13.3% | -64.6% | +77.9% | +53.4% |
| All | +42.0% | -75.2% | +117.2% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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