+12.6%
SOFI vs EMB
+6.1%
+6.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +1.4% |
| 7D | -7.0% | -1.1% | -5.9% | -4.3% |
| 30D | -4.3% | -1.1% | -3.2% | -1.4% |
| 3M | +8.4% | -0.8% | +9.2% | +11.6% |
| 6M | -5.9% | -0.1% | -5.9% | -4.1% |
| YTD | -34.3% | +0.4% | -34.7% | -34.0% |
| 1Y | -32.6% | +3.3% | -35.8% | -36.4% |
| 3Y | +101.3% | +29.0% | +72.2% | +17.3% |
| 5Y | +12.6% | +6.3% | +6.2% | +14.6% |
| All | +12.6% | +6.1% | +6.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling