-32.7%
SOFI vs EW
-7.9%
-24.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.1% |
| 7D | -4.9% | +4.9% | -9.8% | -7.4% |
| 30D | +8.4% | +23.9% | -15.5% | -3.7% |
| 3M | -16.3% | +15.8% | -32.1% | -23.1% |
| 6M | +0.7% | +31.7% | -30.9% | -13.9% |
| YTD | -41.1% | +25.7% | -66.8% | -48.7% |
| 1Y | -45.7% | +24.4% | -70.1% | -52.4% |
| 3Y | +119.0% | +65.9% | +53.2% | +40.2% |
| All | -32.7% | -7.9% | -24.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling