+26.4%
SOFI vs ECL
+51.0%
-24.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.4% |
| 7D | -4.9% | +2.9% | -7.7% | -6.7% |
| 30D | +8.4% | +7.5% | +0.9% | +3.5% |
| 3M | -16.3% | +12.2% | -28.6% | -22.6% |
| 6M | +0.7% | +24.6% | -23.8% | -14.2% |
| YTD | -41.1% | +18.8% | -59.9% | -48.5% |
| 1Y | -45.7% | +19.3% | -65.0% | -52.6% |
| 3Y | +119.0% | +78.2% | +40.8% | +39.3% |
| 5Y | -32.2% | +38.8% | -71.1% | -57.6% |
| All | +26.4% | +51.0% | -24.7% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling