+94.6%
SOFI vs ELF
-29.5%
+124.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -4.9% | -11.6% | +6.7% | -1.9% |
| 30D | -3.5% | +4.6% | -8.1% | -4.7% |
| 3M | +3.9% | +59.7% | -55.8% | -8.4% |
| 6M | -6.5% | +21.2% | -27.7% | -12.3% |
| YTD | -33.8% | +27.4% | -61.3% | -39.4% |
| 1Y | -33.3% | -29.8% | -3.5% | -30.1% |
| 3Y | +94.6% | -28.5% | +123.1% | +80.4% |
| All | +94.6% | -29.5% | +124.1% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling