+94.7%
SOFI vs EW
+16.4%
+78.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -2.9% | -5.1% | +2.3% | -1.0% |
| 30D | -4.4% | -6.4% | +2.0% | -2.0% |
| 3M | +5.2% | -1.6% | +6.8% | +5.7% |
| 6M | -7.8% | +2.3% | -10.0% | -8.6% |
| YTD | -33.8% | +1.1% | -34.9% | -34.3% |
| 1Y | -33.3% | +8.0% | -41.3% | -35.3% |
| All | +94.7% | +16.4% | +78.3% | +55.2% |
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 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