+42.0%
SOFI vs EMB
+6.0%
+35.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.8% |
| 7D | -4.9% | -1.2% | -3.7% | -2.0% |
| 30D | -3.5% | -1.3% | -2.2% | -0.1% |
| 3M | +3.9% | -1.8% | +5.7% | +9.6% |
| 6M | -6.5% | +0.2% | -6.7% | -5.3% |
| YTD | -33.8% | +0.4% | -34.2% | -33.4% |
| 1Y | -33.3% | +2.8% | -36.1% | -36.4% |
| 3Y | +94.6% | +29.1% | +65.5% | +13.5% |
| 5Y | +13.3% | +6.3% | +7.0% | +11.2% |
| All | +42.0% | +6.0% | +35.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling