-28.2%
SOFI vs ET
+31.4%
-59.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.5% |
| 7D | +0.9% | +0.9% | 0.0% | +1.1% |
| 30D | -0.2% | +7.5% | -7.6% | +1.2% |
| 3M | +6.2% | +11.4% | -5.2% | +8.5% |
| 6M | -2.6% | +18.5% | -21.1% | -3.6% |
| YTD | -30.4% | +37.4% | -67.8% | -38.4% |
| 1Y | -28.2% | +30.9% | -59.1% | -39.4% |
| All | -28.2% | +31.4% | -59.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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