+10.5%
SOFI vs ESTC
-46.4%
+56.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -2.8% |
| 7D | -2.9% | -3.3% | +0.5% | -1.3% |
| 30D | -4.4% | +13.4% | -17.8% | -12.5% |
| 3M | +5.2% | +41.3% | -36.1% | -14.8% |
| 6M | -7.8% | +62.6% | -70.4% | -31.3% |
| YTD | -33.8% | +14.8% | -48.6% | -41.8% |
| 1Y | -33.3% | -5.1% | -28.2% | -36.5% |
| 3Y | +102.7% | +11.2% | +91.5% | +54.3% |
| 5Y | +10.5% | -47.0% | +57.4% | +18.8% |
| All | +10.5% | -46.4% | +56.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling