+12.6%
SOFI vs ED
+66.8%
-54.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.8% |
| 7D | -7.0% | -1.9% | -5.2% | -7.4% |
| 30D | -4.3% | +0.1% | -4.4% | -4.2% |
| 3M | +8.4% | 0.0% | +8.4% | +8.5% |
| 6M | -5.9% | -2.5% | -3.4% | -6.0% |
| YTD | -34.3% | +10.1% | -44.4% | -33.5% |
| 1Y | -32.6% | +13.6% | -46.1% | -31.6% |
| 3Y | +101.3% | +32.4% | +68.8% | +95.1% |
| 5Y | +12.6% | +69.9% | -57.3% | +18.2% |
| All | +12.6% | +66.8% | -54.2% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling