+42.0%
SOFI vs EW
-7.8%
+49.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +2.1% |
| 7D | -4.9% | -6.2% | +1.2% | -1.7% |
| 30D | -3.5% | -9.3% | +5.9% | +1.7% |
| 3M | +3.9% | -1.6% | +5.5% | +4.6% |
| 6M | -6.5% | -0.8% | -5.7% | -6.4% |
| YTD | -33.8% | -1.0% | -32.8% | -34.1% |
| 1Y | -33.3% | +8.2% | -41.4% | -36.8% |
| 3Y | +94.6% | +12.7% | +81.9% | +62.7% |
| 5Y | +13.3% | -30.2% | +43.5% | +29.7% |
| All | +42.0% | -7.8% | +49.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling