-44.8%
SOFA price history and return analytics
+8.3%
-53.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.3% | -4.5% |
| 7D | -6.1% | -0.1% | -6.0% | -5.3% |
| 30D | -11.3% | -0.7% | -10.7% | -7.4% |
| 3M | -0.1% | +4.0% | -4.1% | -8.6% |
| 6M | -32.0% | +12.3% | -44.3% | -47.5% |
| All | -44.8% | +8.3% | -53.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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