+94.6%
SOFI vs ETR
+143.8%
-49.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -4.9% | -1.8% | -3.1% | -4.2% |
| 30D | -3.5% | -1.8% | -1.7% | -2.8% |
| 3M | +3.9% | -3.6% | +7.5% | +5.5% |
| 6M | -6.5% | +2.6% | -9.1% | -9.4% |
| YTD | -33.8% | +16.0% | -49.9% | -40.9% |
| 1Y | -33.3% | +20.1% | -53.4% | -41.8% |
| 3Y | +94.6% | +143.6% | -49.0% | +12.5% |
| All | +94.6% | +143.8% | -49.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling