+16.4%
SOFI vs ES
-2.9%
+19.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +5.6% | +1.4% | +4.2% | +5.2% |
| 30D | -2.0% | -1.2% | -0.9% | -1.7% |
| 3M | +9.2% | +5.0% | +4.2% | +7.1% |
| 6M | -4.7% | -2.8% | -1.9% | -4.3% |
| YTD | -31.2% | +8.6% | -39.8% | -33.8% |
| 1Y | -30.6% | +18.9% | -49.6% | -36.1% |
| 3Y | +110.6% | +32.1% | +78.5% | +80.4% |
| 5Y | +16.4% | -5.1% | +21.5% | +12.6% |
| All | +16.4% | -2.9% | +19.3% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling