+12.6%
SOFI vs ENB
+61.9%
-49.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +1.8% |
| 7D | -7.0% | -4.6% | -2.5% | -4.2% |
| 30D | -4.3% | -5.2% | +0.9% | -1.2% |
| 3M | +8.4% | -13.4% | +21.8% | +18.4% |
| 6M | -5.9% | -7.8% | +1.9% | -2.9% |
| YTD | -34.3% | +4.9% | -39.2% | -39.5% |
| 1Y | -32.6% | +3.2% | -35.8% | -37.3% |
| 3Y | +101.3% | +71.0% | +30.3% | +13.0% |
| 5Y | +12.6% | +64.0% | -51.4% | -37.7% |
| All | +12.6% | +61.9% | -49.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling