+42.0%
SOFI vs EL
-59.6%
+101.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.3% |
| 7D | -4.9% | -6.5% | +1.5% | -1.9% |
| 30D | -3.5% | +11.1% | -14.6% | -8.4% |
| 3M | +3.9% | +10.7% | -6.8% | -1.5% |
| 6M | -6.5% | +6.9% | -13.4% | -11.1% |
| YTD | -33.8% | -6.3% | -27.6% | -34.4% |
| 1Y | -33.3% | +13.5% | -46.7% | -40.0% |
| 3Y | +94.6% | -33.1% | +127.7% | +110.9% |
| 5Y | +13.3% | -68.8% | +82.0% | +90.2% |
| All | +42.0% | -59.6% | +101.6% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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