+42.0%
SOFI vs DE
+167.4%
-125.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | -2.9% | -3.0% | +0.2% | -1.3% |
| 30D | -4.4% | +11.1% | -15.5% | -10.1% |
| 3M | +5.2% | +17.6% | -12.4% | -4.4% |
| 6M | -7.8% | +13.6% | -21.4% | -15.2% |
| YTD | -33.8% | +46.3% | -80.1% | -48.7% |
| 1Y | -33.3% | +44.2% | -77.4% | -48.1% |
| 3Y | +102.7% | +76.6% | +26.1% | +40.8% |
| 5Y | +10.5% | +98.2% | -87.8% | -29.8% |
| All | +42.0% | +167.4% | -125.4% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling