-40.8%
SOFI vs ESTC
+1.6%
-42.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.9% |
| 7D | +1.4% | -15.9% | +17.3% | +6.3% |
| 30D | +9.2% | -5.5% | +14.7% | +10.7% |
| 3M | -7.1% | +26.2% | -33.3% | -15.5% |
| 6M | +7.3% | +77.0% | -69.7% | -14.1% |
| YTD | -33.6% | +18.9% | -52.5% | -41.4% |
| 1Y | -40.8% | +1.3% | -42.1% | -45.8% |
| All | -40.8% | +1.6% | -42.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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