+42.0%
SOFI vs EMR
+111.9%
-70.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -1.5% |
| 7D | -4.9% | -0.4% | -4.5% | -4.6% |
| 30D | -3.5% | -6.8% | +3.3% | +2.4% |
| 3M | +3.9% | +7.5% | -3.6% | -2.5% |
| 6M | -6.5% | +9.9% | -16.4% | -14.5% |
| YTD | -33.8% | +16.0% | -49.8% | -42.8% |
| 1Y | -33.3% | +12.4% | -45.7% | -40.9% |
| 3Y | +94.6% | +60.2% | +34.4% | +31.6% |
| 5Y | +13.3% | +67.9% | -54.6% | -30.8% |
| All | +42.0% | +111.9% | -70.0% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling