+49.3%
SOFI vs Z
-73.6%
+123.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.4% |
| 7D | +0.9% | -3.0% | +3.9% | +2.7% |
| 30D | -0.2% | -4.2% | +4.0% | +1.6% |
| 3M | +6.2% | -3.7% | +9.9% | +6.7% |
| 6M | -2.6% | -24.5% | +21.9% | +12.0% |
| YTD | -30.4% | -49.3% | +18.9% | -0.7% |
| 1Y | -28.2% | -58.7% | +30.5% | +13.7% |
| 3Y | +107.3% | -34.1% | +141.4% | +140.4% |
| 5Y | +20.2% | -64.5% | +84.7% | +63.2% |
| All | +49.3% | -73.6% | +123.0% | +110.8% |
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