+42.0%
SOFI vs EEM
+47.0%
-5.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.1% |
| 7D | -2.9% | +2.0% | -4.8% | -5.6% |
| 30D | -4.4% | +5.1% | -9.4% | -10.7% |
| 3M | +5.2% | +4.6% | +0.6% | -2.4% |
| 6M | -7.8% | +17.8% | -25.5% | -29.7% |
| YTD | -33.8% | +25.8% | -59.6% | -55.3% |
| 1Y | -33.3% | +36.4% | -69.7% | -60.1% |
| 3Y | +102.7% | +90.0% | +12.7% | -28.0% |
| 5Y | +10.5% | +46.6% | -36.1% | -36.0% |
| All | +42.0% | +47.0% | -5.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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