+42.0%
SOFI vs ETN
+288.0%
-246.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.3% | -2.4% |
| 7D | -4.9% | +3.5% | -8.5% | -7.5% |
| 30D | -3.5% | -7.5% | +4.1% | +2.2% |
| 3M | +3.9% | +8.3% | -4.4% | -4.1% |
| 6M | -6.5% | +20.2% | -26.7% | -22.4% |
| YTD | -33.8% | +34.7% | -68.5% | -51.0% |
| 1Y | -33.3% | +19.4% | -52.7% | -45.0% |
| 3Y | +94.6% | +85.5% | +9.1% | +9.8% |
| 5Y | +13.3% | +186.6% | -173.3% | -57.9% |
| All | +42.0% | +288.0% | -246.0% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling