+42.0%
SOFI vs ENB
+110.6%
-68.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.3% |
| 7D | -4.9% | -4.7% | -0.3% | -2.0% |
| 30D | -3.5% | -5.9% | +2.4% | 0.0% |
| 3M | +3.9% | -14.2% | +18.1% | +13.9% |
| 6M | -6.5% | -8.6% | +2.1% | -3.0% |
| YTD | -33.8% | +3.9% | -37.7% | -38.4% |
| 1Y | -33.3% | +1.8% | -35.1% | -37.1% |
| 3Y | +94.6% | +68.5% | +26.1% | +14.9% |
| 5Y | +13.3% | +62.4% | -49.2% | -28.6% |
| All | +42.0% | +110.6% | -68.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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