+42.0%
SOFI vs EOSE
-82.4%
+124.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -4.9% | +1.8% | -6.7% | -5.4% |
| 30D | -3.5% | -6.8% | +3.4% | -2.8% |
| 3M | +3.9% | -36.3% | +40.2% | +11.0% |
| 6M | -6.5% | -38.8% | +32.2% | -2.1% |
| YTD | -33.8% | -65.5% | +31.7% | -25.5% |
| 1Y | -33.3% | -45.3% | +12.0% | -32.8% |
| 3Y | +94.6% | +44.2% | +50.4% | +34.3% |
| 5Y | +13.3% | -69.5% | +82.8% | +4.8% |
| All | +42.0% | -82.4% | +124.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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