+42.0%
SOFI vs ESTC
-43.3%
+85.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.9% | -9.2% | +4.2% | -0.3% |
| 30D | -3.5% | +8.1% | -11.5% | -9.8% |
| 3M | +3.9% | +38.5% | -34.6% | -15.6% |
| 6M | -6.5% | +57.8% | -64.3% | -30.0% |
| YTD | -33.8% | +10.5% | -44.4% | -41.0% |
| 1Y | -33.3% | -6.4% | -26.9% | -36.3% |
| 3Y | +94.6% | +4.7% | +90.0% | +51.5% |
| 5Y | +13.3% | -47.8% | +61.0% | +25.2% |
| All | +42.0% | -43.3% | +85.2% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling