+119.0%
SOFI vs ESTC
+14.8%
+104.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | +8.4% | -4.2% | +12.7% | +9.9% |
| 3M | -16.3% | +2.5% | -18.8% | -18.6% |
| 6M | +0.7% | +81.5% | -80.8% | -22.3% |
| YTD | -41.1% | +16.8% | -57.9% | -46.9% |
| 1Y | -45.7% | -3.5% | -42.2% | -47.6% |
| 3Y | +119.0% | +17.7% | +101.3% | +94.2% |
| All | +119.0% | +14.8% | +104.3% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling