-33.3%
SOFI vs ELV
+36.0%
-69.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -4.9% | +3.2% | -8.1% | -5.2% |
| 30D | -3.5% | +5.4% | -8.8% | -3.9% |
| 3M | +3.9% | +5.4% | -1.5% | +3.3% |
| 6M | -6.5% | +45.7% | -52.2% | -9.7% |
| YTD | -33.8% | +21.2% | -55.0% | -34.8% |
| 1Y | -33.3% | +35.6% | -68.9% | -31.2% |
| All | -33.3% | +36.0% | -69.3% | -31.2% |
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