-40.8%
SOFI vs ETN
-1.0%
-39.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.9% | +13.5% | +7.6% |
| 7D | +1.4% | -10.1% | +11.5% | +5.3% |
| 30D | +9.2% | -18.4% | +27.6% | +18.0% |
| 3M | -7.1% | -20.4% | +13.4% | +1.2% |
| 6M | +7.3% | -16.0% | +23.3% | +12.2% |
| YTD | -33.6% | +11.8% | -45.4% | -41.9% |
| 1Y | -40.8% | -5.5% | -35.3% | -35.4% |
| All | -40.8% | -1.0% | -39.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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