+42.0%
SOFI vs ZBRA
-9.2%
+51.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.6% |
| 7D | -4.9% | -3.4% | -1.5% | -2.7% |
| 30D | -3.5% | -7.4% | +3.9% | +1.7% |
| 3M | +3.9% | +57.5% | -53.6% | -27.8% |
| 6M | -6.5% | +64.0% | -70.5% | -38.2% |
| YTD | -33.8% | +44.3% | -78.1% | -53.0% |
| 1Y | -33.3% | +10.9% | -44.2% | -42.4% |
| 3Y | +94.6% | +37.5% | +57.1% | +38.0% |
| 5Y | +13.3% | -39.7% | +52.9% | +60.1% |
| All | +42.0% | -9.2% | +51.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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