+47.6%
SOFI vs EMR
+111.9%
-64.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.8% |
| 7D | +5.6% | +3.1% | +2.6% | +3.0% |
| 30D | -2.0% | -3.5% | +1.5% | +0.9% |
| 3M | +9.2% | +9.8% | -0.6% | +0.6% |
| 6M | -4.7% | +10.8% | -15.5% | -13.5% |
| YTD | -31.2% | +15.9% | -47.1% | -40.5% |
| 1Y | -30.6% | +16.4% | -47.1% | -40.4% |
| 3Y | +110.6% | +62.1% | +48.5% | +41.3% |
| 5Y | +16.4% | +62.9% | -46.5% | -29.0% |
| All | +47.6% | +111.9% | -64.2% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling