+42.0%
SOFI vs EME
+763.7%
-721.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -2.0% |
| 7D | -4.9% | +3.5% | -8.5% | -7.0% |
| 30D | -3.5% | -6.3% | +2.9% | +0.1% |
| 3M | +3.9% | -3.8% | +7.7% | +4.5% |
| 6M | -6.5% | +8.5% | -15.0% | -13.4% |
| YTD | -33.8% | +27.8% | -61.7% | -45.5% |
| 1Y | -33.3% | +22.2% | -55.5% | -43.9% |
| 3Y | +94.6% | +253.5% | -158.9% | -16.4% |
| 5Y | +13.3% | +578.6% | -565.4% | -67.7% |
| All | +42.0% | +763.7% | -721.7% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling