-33.3%
SOFI vs EMR
+15.3%
-48.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -1.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -3.5% | -6.8% | +3.3% | +1.4% |
| 3M | +3.9% | +7.5% | -3.6% | -1.3% |
| 6M | -6.5% | +9.9% | -16.4% | -13.0% |
| YTD | -33.8% | +16.0% | -49.8% | -41.8% |
| 1Y | -33.3% | +12.4% | -45.7% | -43.5% |
| All | -33.3% | +15.3% | -48.6% | -43.5% |
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