-40.8%
SOFI vs EME
-3.1%
-37.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.3% | +8.0% |
| 7D | +1.4% | -5.8% | +7.2% | +3.5% |
| 30D | +9.2% | -17.9% | +27.1% | +18.9% |
| 3M | -7.1% | -22.0% | +14.9% | +3.6% |
| 6M | +7.3% | -29.7% | +37.0% | +26.2% |
| YTD | -33.6% | +4.7% | -38.3% | -47.2% |
| 1Y | -40.8% | -2.1% | -38.7% | -46.3% |
| All | -40.8% | -3.1% | -37.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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