-40.8%
SOFI vs ECL
+23.8%
-64.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +2.3% |
| 7D | +1.4% | +7.7% | -6.3% | -1.6% |
| 30D | +9.2% | +13.7% | -4.5% | +3.9% |
| 3M | -7.1% | +11.6% | -18.6% | -11.0% |
| 6M | +7.3% | +23.9% | -16.6% | -2.8% |
| YTD | -33.6% | +21.0% | -54.6% | -43.4% |
| 1Y | -40.8% | +23.1% | -63.9% | -50.7% |
| All | -40.8% | +23.8% | -64.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling