+15.4%
SOFI vs EFV
+95.9%
-80.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | -1.1% |
| 7D | -4.9% | -0.8% | -4.1% | -3.6% |
| 30D | -3.5% | +0.6% | -4.1% | -4.2% |
| 3M | +3.9% | +7.5% | -3.6% | -7.2% |
| 6M | -6.5% | +13.0% | -19.6% | -22.9% |
| YTD | -33.8% | +18.3% | -52.2% | -49.9% |
| 1Y | -33.3% | +26.7% | -60.0% | -54.8% |
| 3Y | +94.6% | +89.6% | +5.0% | -30.1% |
| All | +15.4% | +95.9% | -80.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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