+627.7%
GEV vs SOFI
+138.0%
+489.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.6% |
| 7D | +3.2% | -2.9% | +6.0% | +4.3% |
| 30D | -4.0% | -4.4% | +0.3% | -2.6% |
| 3M | +3.4% | +5.2% | -1.8% | +0.5% |
| 6M | +14.7% | -7.8% | +22.5% | +15.5% |
| YTD | +45.8% | -33.8% | +79.6% | +66.5% |
| 1Y | +57.4% | -33.3% | +90.6% | +74.5% |
| All | +627.7% | +138.0% | +489.6% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling