+49.3%
SOFI vs ESI
+118.3%
-68.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -3.6% |
| 7D | +0.9% | +3.3% | -2.4% | -1.4% |
| 30D | -0.2% | -5.9% | +5.7% | +3.8% |
| 3M | +6.2% | -14.1% | +20.3% | +15.2% |
| 6M | -2.6% | +6.6% | -9.1% | -14.0% |
| YTD | -30.4% | +45.0% | -75.4% | -52.8% |
| 1Y | -28.2% | +41.5% | -69.7% | -50.5% |
| 3Y | +107.3% | +78.8% | +28.5% | +16.3% |
| 5Y | +20.2% | +70.9% | -50.7% | -30.6% |
| All | +49.3% | +118.3% | -68.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling