+15.4%
SOFI vs ZBH
-28.6%
+44.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -4.9% | -4.7% | -0.3% | -2.8% |
| 30D | -3.5% | -4.5% | +1.0% | -1.4% |
| 3M | +3.9% | +7.6% | -3.7% | -0.8% |
| 6M | -6.5% | +0.3% | -6.8% | -7.9% |
| YTD | -33.8% | +4.5% | -38.4% | -36.6% |
| 1Y | -33.3% | -9.4% | -23.9% | -32.0% |
| 3Y | +94.6% | -21.5% | +116.1% | +112.8% |
| All | +15.4% | -28.6% | +44.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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