-33.3%
SOFI vs Z
-62.2%
+28.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.0% |
| 7D | -4.9% | -6.0% | +1.1% | -2.6% |
| 30D | -3.5% | -2.3% | -1.2% | -3.0% |
| 3M | +3.9% | -0.6% | +4.5% | +2.9% |
| 6M | -6.5% | -27.6% | +21.1% | +6.3% |
| YTD | -33.8% | -52.4% | +18.5% | -13.0% |
| 1Y | -33.3% | -63.6% | +30.3% | -14.4% |
| All | -33.3% | -62.2% | +28.9% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling