+42.0%
SOFI vs DE
+166.8%
-124.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -4.9% | -2.6% | -2.4% | -3.6% |
| 30D | -3.5% | +9.0% | -12.5% | -8.3% |
| 3M | +3.9% | +19.1% | -15.2% | -6.3% |
| 6M | -6.5% | +14.4% | -20.9% | -14.5% |
| YTD | -33.8% | +45.9% | -79.8% | -48.7% |
| 1Y | -33.3% | +43.6% | -76.9% | -48.0% |
| 3Y | +94.6% | +75.9% | +18.7% | +35.5% |
| 5Y | +13.3% | +98.8% | -85.5% | -28.1% |
| All | +42.0% | +166.8% | -124.9% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling