+47.6%
SOFI vs EAT
+288.3%
-240.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.2% |
| 7D | +5.6% | -4.9% | +10.5% | +7.8% |
| 30D | -2.0% | -1.2% | -0.8% | -2.2% |
| 3M | +9.2% | +52.2% | -43.1% | -10.0% |
| 6M | -4.7% | +65.0% | -69.7% | -26.1% |
| YTD | -31.2% | +55.0% | -86.2% | -45.6% |
| 1Y | -30.6% | +42.1% | -72.7% | -43.5% |
| 3Y | +110.6% | +614.7% | -504.1% | -21.1% |
| 5Y | +16.4% | +322.7% | -306.3% | -50.8% |
| All | +47.6% | +288.3% | -240.7% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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