+49.3%
SOFI vs ED
+82.0%
-32.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -2.0% |
| 7D | +0.9% | -0.2% | +1.1% | +0.8% |
| 30D | -0.2% | -0.1% | 0.0% | -0.1% |
| 3M | +6.2% | +3.9% | +2.3% | +7.7% |
| 6M | -2.6% | -3.0% | +0.5% | -2.8% |
| YTD | -30.4% | +10.7% | -41.1% | -28.3% |
| 1Y | -28.2% | +13.3% | -41.6% | -25.5% |
| 3Y | +107.3% | +34.5% | +72.8% | +116.3% |
| 5Y | +20.2% | +67.1% | -47.0% | +55.5% |
| All | +49.3% | +82.0% | -32.6% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling