+93.4%
SOFI vs ESI
+73.2%
+20.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +2.0% |
| 7D | -7.0% | -2.3% | -4.7% | -5.8% |
| 30D | -4.3% | -9.0% | +4.8% | +1.1% |
| 3M | +8.4% | -13.3% | +21.7% | +15.2% |
| 6M | -5.9% | +5.3% | -11.2% | -16.3% |
| YTD | -34.3% | +37.6% | -71.9% | -54.3% |
| 1Y | -32.6% | +33.6% | -66.2% | -52.0% |
| All | +93.4% | +73.2% | +20.2% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling