+26.4%
SOFI vs Z
-77.3%
+103.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -3.3% |
| 7D | -4.9% | +0.8% | -5.7% | -5.4% |
| 30D | +8.4% | +5.2% | +3.2% | +3.9% |
| 3M | -16.3% | -17.0% | +0.7% | -9.4% |
| 6M | +0.7% | -22.7% | +23.4% | +11.8% |
| YTD | -41.1% | -56.3% | +15.2% | -10.6% |
| 1Y | -45.7% | -57.7% | +12.0% | -16.3% |
| 3Y | +119.0% | -16.5% | +135.6% | +116.4% |
| 5Y | -32.2% | -53.4% | +21.2% | -13.6% |
| All | +26.4% | -77.3% | +103.7% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling