+15.4%
SOFI vs ELAN
-30.9%
+46.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.1% |
| 7D | -4.9% | -5.4% | +0.5% | -2.6% |
| 30D | -3.5% | +4.7% | -8.2% | -5.4% |
| 3M | +3.9% | -3.7% | +7.6% | +4.4% |
| 6M | -6.5% | -1.2% | -5.3% | -8.7% |
| YTD | -33.8% | +2.4% | -36.2% | -36.8% |
| 1Y | -33.3% | +23.4% | -56.7% | -41.8% |
| 3Y | +94.6% | +96.7% | -2.1% | +19.9% |
| All | +15.4% | -30.9% | +46.3% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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