-45.7%
SOFI vs ES
+2.1%
-47.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.2% |
| 7D | -4.9% | +2.7% | -7.6% | -4.6% |
| 30D | +8.4% | +7.6% | +0.8% | +9.2% |
| 3M | -16.3% | +0.5% | -16.8% | -16.1% |
| 6M | +0.7% | +7.6% | -6.9% | +1.1% |
| YTD | -41.1% | +10.2% | -51.3% | -41.4% |
| 1Y | -45.7% | +1.8% | -47.5% | -45.6% |
| All | -45.7% | +2.1% | -47.8% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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