+12.6%
SOFI vs EIX
+22.7%
-10.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -7.0% | +0.8% | -7.8% | -7.3% |
| 30D | -4.3% | -18.8% | +14.5% | +1.0% |
| 3M | +8.4% | -19.7% | +28.1% | +14.2% |
| 6M | -5.9% | -18.2% | +12.3% | -2.5% |
| YTD | -34.3% | -1.7% | -32.5% | -38.6% |
| 1Y | -32.6% | +7.8% | -40.3% | -40.6% |
| 3Y | +101.3% | -5.6% | +106.9% | +86.6% |
| 5Y | +12.6% | +23.7% | -11.1% | +2.9% |
| All | +12.6% | +22.7% | -10.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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