-33.3%
SOFI vs EL
+12.6%
-45.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -4.9% | -6.5% | +1.5% | -2.6% |
| 30D | -3.5% | +11.1% | -14.6% | -7.0% |
| 3M | +3.9% | +10.7% | -6.8% | 0.0% |
| 6M | -6.5% | +6.9% | -13.4% | -10.4% |
| YTD | -33.8% | -6.3% | -27.6% | -36.0% |
| 1Y | -33.3% | +13.5% | -46.7% | -43.0% |
| All | -33.3% | +12.6% | -45.9% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling