-7.8%
SOFI vs ELV
+39.7%
-47.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | -4.4% | -0.2% | -4.2% | -4.2% |
| 3M | +5.2% | -6.1% | +11.3% | +4.4% |
| 6M | -7.8% | +42.8% | -50.6% | -14.2% |
| All | -7.8% | +39.7% | -47.5% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling