+15.4%
SOFI vs EFX
-36.2%
+51.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.2% |
| 7D | -4.9% | -4.5% | -0.4% | -1.8% |
| 30D | -3.5% | -6.1% | +2.6% | +0.3% |
| 3M | +3.9% | +6.2% | -2.3% | -4.1% |
| 6M | -6.5% | -11.2% | +4.7% | -2.3% |
| YTD | -33.8% | -21.4% | -12.4% | -25.0% |
| 1Y | -33.3% | -34.3% | +1.0% | -13.0% |
| 3Y | +94.6% | -12.5% | +107.1% | +91.1% |
| All | +15.4% | -36.2% | +51.6% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling