-33.3%
SOFI vs EW
+7.8%
-41.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.8% |
| 7D | -4.9% | -6.2% | +1.2% | -2.4% |
| 30D | -3.5% | -9.3% | +5.9% | +0.6% |
| 3M | +3.9% | -1.6% | +5.5% | +4.3% |
| 6M | -6.5% | -0.8% | -5.7% | -6.3% |
| YTD | -33.8% | -1.0% | -32.8% | -33.4% |
| 1Y | -33.3% | +8.2% | -41.4% | -36.5% |
| All | -33.3% | +7.8% | -41.1% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling