+15.4%
SOFI vs EFA
+52.4%
-37.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | -1.2% |
| 7D | -4.9% | -1.5% | -3.4% | -2.2% |
| 30D | -3.5% | -1.7% | -1.8% | -0.1% |
| 3M | +3.9% | +3.5% | +0.4% | -1.7% |
| 6M | -6.5% | +9.5% | -16.0% | -20.3% |
| YTD | -33.8% | +12.9% | -46.7% | -47.2% |
| 1Y | -33.3% | +18.2% | -51.5% | -50.9% |
| 3Y | +94.6% | +64.8% | +29.8% | -19.8% |
| All | +15.4% | +52.4% | -37.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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