-40.8%
SOFI vs EFX
-7.5%
-33.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | +1.4% | +9.2% | -7.8% | -0.6% |
| 30D | +9.2% | +34.8% | -25.6% | +1.6% |
| 3M | -7.1% | +8.8% | -15.9% | -9.5% |
| 6M | +7.3% | +12.3% | -5.0% | +2.4% |
| YTD | -33.6% | -10.6% | -23.0% | -28.5% |
| 1Y | -40.8% | -6.7% | -34.1% | -38.0% |
| All | -40.8% | -7.5% | -33.3% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling