-32.7%
SOFI vs Z
-53.4%
+20.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -3.4% |
| 7D | -4.9% | +0.8% | -5.7% | -5.5% |
| 30D | +8.4% | +5.2% | +3.2% | +3.3% |
| 3M | -16.3% | -17.0% | +0.7% | -8.8% |
| 6M | +0.7% | -22.7% | +23.4% | +12.7% |
| YTD | -41.1% | -56.3% | +15.2% | -6.8% |
| 1Y | -45.7% | -57.7% | +12.0% | -12.7% |
| 3Y | +119.0% | -16.5% | +135.6% | +106.4% |
| All | -32.7% | -53.4% | +20.7% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling