+41.1%
SOFI vs EFX
-9.2%
+50.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.0% | -11.1% | +4.1% | 0.0% |
| 30D | -4.3% | -7.4% | +3.1% | 0.0% |
| 3M | +8.4% | +1.5% | +7.0% | +4.0% |
| 6M | -5.9% | -13.7% | +7.8% | 0.0% |
| YTD | -34.3% | -21.9% | -12.4% | -26.0% |
| 1Y | -32.6% | -30.8% | -1.8% | -17.9% |
| 3Y | +101.3% | -12.4% | +113.7% | +104.0% |
| 5Y | +12.6% | -35.9% | +48.5% | +26.7% |
| All | +41.1% | -9.2% | +50.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling