+632.4%
GEV vs SOFI
+137.9%
+494.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +1.6% | -4.9% | +6.6% | +3.7% |
| 30D | -7.9% | -3.5% | -4.5% | -6.9% |
| 3M | +5.6% | +3.9% | +1.7% | +3.1% |
| 6M | +13.1% | -6.5% | +19.6% | +13.2% |
| YTD | +46.7% | -33.8% | +80.6% | +67.6% |
| 1Y | +51.3% | -33.3% | +84.6% | +67.9% |
| All | +632.4% | +137.9% | +494.5% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 3y: compounded portfolio wealth divided by compounded SOFI 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…
3y analysis · Full analysis span regression · 6 months rolling