+42.0%
SOFI vs ESI
+108.2%
-66.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -4.9% | -4.6% | -0.3% | -1.9% |
| 30D | -3.5% | -10.5% | +7.1% | +3.9% |
| 3M | +3.9% | -19.8% | +23.7% | +18.1% |
| 6M | -6.5% | +5.8% | -12.3% | -17.0% |
| YTD | -33.8% | +38.3% | -72.1% | -53.7% |
| 1Y | -33.3% | +31.5% | -64.8% | -51.5% |
| 3Y | +94.6% | +80.7% | +13.9% | +7.8% |
| 5Y | +13.3% | +69.4% | -56.2% | -33.4% |
| All | +42.0% | +108.2% | -66.2% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling