-28.2%
SOFI vs ESI
+44.5%
-72.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.6% |
| 7D | +0.9% | +3.3% | -2.4% | -0.2% |
| 30D | -0.2% | -5.9% | +5.7% | +1.8% |
| 3M | +6.2% | -14.1% | +20.3% | +9.3% |
| 6M | -2.6% | +6.6% | -9.1% | -9.5% |
| YTD | -30.4% | +45.0% | -75.4% | -48.4% |
| 1Y | -28.2% | +41.5% | -69.7% | -45.8% |
| All | -28.2% | +44.5% | -72.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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