+94.6%
SOFI vs EFX
-12.2%
+106.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -4.9% | -4.5% | -0.4% | -2.4% |
| 30D | -3.5% | -6.1% | +2.6% | -0.4% |
| 3M | +3.9% | +6.2% | -2.3% | -3.0% |
| 6M | -6.5% | -11.2% | +4.7% | -2.5% |
| YTD | -33.8% | -21.4% | -12.4% | -25.4% |
| 1Y | -33.3% | -34.3% | +1.0% | -14.3% |
| 3Y | +94.6% | -12.5% | +107.1% | +91.3% |
| All | +94.6% | -12.2% | +106.8% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling