+42.0%
SOFI vs EFX
-8.6%
+50.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -4.9% | -4.5% | -0.4% | -2.1% |
| 30D | -3.5% | -6.1% | +2.6% | 0.0% |
| 3M | +3.9% | +6.2% | -2.3% | -3.2% |
| 6M | -6.5% | -11.2% | +4.7% | -2.6% |
| YTD | -33.8% | -21.4% | -12.4% | -25.8% |
| 1Y | -33.3% | -34.3% | +1.0% | -15.3% |
| 3Y | +94.6% | -12.5% | +107.1% | +97.6% |
| 5Y | +13.3% | -35.6% | +48.8% | +27.0% |
| All | +42.0% | -8.6% | +50.6% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling