+15.4%
SOFI vs ET
+241.8%
-226.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.3% |
| 7D | -4.9% | +0.2% | -5.2% | -5.2% |
| 30D | -3.5% | +2.9% | -6.3% | -5.8% |
| 3M | +3.9% | +16.8% | -12.9% | -9.3% |
| 6M | -6.5% | +18.9% | -25.4% | -20.8% |
| YTD | -33.8% | +37.7% | -71.5% | -50.9% |
| 1Y | -33.3% | +32.4% | -65.7% | -48.8% |
| 3Y | +94.6% | +99.5% | -4.9% | +13.2% |
| All | +15.4% | +241.8% | -226.4% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling