+34.2%
SOFI vs ES
+0.7%
+33.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.4% | +0.9% | -3.2% | -2.6% |
| 30D | +3.6% | +5.9% | -2.3% | +2.2% |
| 3M | -9.7% | -1.0% | -8.6% | -9.6% |
| 6M | +3.9% | +7.2% | -3.2% | +1.8% |
| YTD | -37.5% | +7.0% | -44.5% | -39.0% |
| 1Y | -46.4% | +0.5% | -46.8% | -47.1% |
| 3Y | +135.9% | +48.7% | +87.2% | +109.1% |
| 5Y | -19.8% | +1.9% | -21.8% | -23.8% |
| All | +34.2% | +0.7% | +33.5% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling