+119.0%
SOFI vs EW
+62.8%
+56.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | -4.9% | +4.9% | -9.8% | -6.5% |
| 30D | +8.4% | +23.9% | -15.5% | +0.7% |
| 3M | -16.3% | +15.8% | -32.1% | -20.6% |
| 6M | +0.7% | +31.7% | -30.9% | -8.5% |
| YTD | -41.1% | +25.7% | -66.8% | -45.8% |
| 1Y | -45.7% | +24.4% | -70.1% | -49.9% |
| 3Y | +119.0% | +65.9% | +53.2% | +65.9% |
| All | +119.0% | +62.8% | +56.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling