+42.0%
SOFI vs ED
+80.6%
-38.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -4.9% | -0.8% | -4.2% | -5.2% |
| 30D | -3.5% | -0.4% | -3.0% | -3.5% |
| 3M | +3.9% | +0.5% | +3.4% | +4.2% |
| 6M | -6.5% | -3.1% | -3.4% | -6.9% |
| YTD | -33.8% | +9.8% | -43.7% | -32.0% |
| 1Y | -33.3% | +12.6% | -45.9% | -31.0% |
| 3Y | +94.6% | +31.4% | +63.2% | +102.2% |
| 5Y | +13.3% | +69.4% | -56.1% | +50.0% |
| All | +42.0% | +80.6% | -38.6% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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