+12.6%
SOFI vs ELF
+217.8%
-205.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.7% |
| 7D | -7.0% | -10.8% | +3.8% | -3.7% |
| 30D | -4.3% | +0.8% | -5.1% | -4.6% |
| 3M | +8.4% | +64.8% | -56.3% | -7.8% |
| 6M | -5.9% | +19.0% | -24.9% | -12.4% |
| YTD | -34.3% | +25.9% | -60.2% | -40.7% |
| 1Y | -32.6% | -28.8% | -3.8% | -29.0% |
| 3Y | +101.3% | -29.6% | +130.9% | +80.5% |
| 5Y | +12.6% | +216.2% | -203.7% | -65.9% |
| All | +12.6% | +217.8% | -205.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling