-40.8%
SOFI vs ELV
+42.6%
-83.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +3.3% |
| 7D | +1.4% | +4.8% | -3.4% | +1.1% |
| 30D | +9.2% | +10.1% | -0.9% | +8.1% |
| 3M | -7.1% | +15.4% | -22.4% | -8.3% |
| 6M | +7.3% | +17.7% | -10.4% | +6.4% |
| YTD | -33.6% | +25.7% | -59.3% | -34.8% |
| 1Y | -40.8% | +39.9% | -80.7% | -44.8% |
| All | -40.8% | +42.6% | -83.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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