+94.7%
SOFI vs ES
+30.3%
+64.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.8% |
| 30D | -4.4% | -1.0% | -3.3% | -4.2% |
| 3M | +5.2% | +1.5% | +3.7% | +4.5% |
| 6M | -7.8% | -3.5% | -4.3% | -7.2% |
| YTD | -33.8% | +7.0% | -40.8% | -36.0% |
| 1Y | -33.3% | +15.3% | -48.6% | -38.1% |
| All | +94.7% | +30.3% | +64.4% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling