+49.3%
SOFI vs ESTC
-37.5%
+86.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.7% |
| 7D | +0.9% | -8.1% | +9.0% | +5.0% |
| 30D | -0.2% | +31.7% | -31.8% | -15.8% |
| 3M | +6.2% | +41.1% | -34.8% | -14.2% |
| 6M | -2.6% | +77.1% | -79.6% | -31.1% |
| YTD | -30.4% | +21.7% | -52.1% | -40.9% |
| 1Y | -28.2% | +8.4% | -36.6% | -36.6% |
| 3Y | +107.3% | +23.6% | +83.7% | +46.7% |
| 5Y | +20.2% | -46.5% | +66.6% | +32.8% |
| All | +49.3% | -37.5% | +86.9% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling