-28.2%
SOFI vs EMR
+19.4%
-47.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.8% |
| 7D | +0.9% | -1.5% | +2.4% | +2.0% |
| 30D | -0.2% | -5.6% | +5.5% | +3.8% |
| 3M | +6.2% | +7.9% | -1.7% | +0.8% |
| 6M | -2.6% | +6.0% | -8.6% | -7.1% |
| YTD | -30.4% | +16.4% | -46.9% | -38.8% |
| 1Y | -28.2% | +16.6% | -44.8% | -38.6% |
| All | -28.2% | +19.4% | -47.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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