+42.0%
SOFI vs AEM
+214.7%
-172.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.1% | -3.9% |
| 7D | -2.9% | +3.0% | -5.9% | -3.7% |
| 30D | -4.4% | +12.5% | -16.8% | -7.5% |
| 3M | +5.2% | +26.9% | -21.7% | -2.0% |
| 6M | -7.8% | -9.4% | +1.7% | -6.3% |
| YTD | -33.8% | +20.3% | -54.1% | -38.1% |
| 1Y | -33.3% | +33.8% | -67.1% | -39.6% |
| 3Y | +102.7% | +349.8% | -247.1% | +26.1% |
| 5Y | +10.5% | +301.0% | -290.6% | -32.2% |
| All | +42.0% | +214.7% | -172.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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