+15.4%
SOFI vs EWJ
+50.5%
-35.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -2.5% |
| 7D | -4.9% | +0.3% | -5.2% | -5.3% |
| 30D | -3.5% | +0.8% | -4.2% | -4.4% |
| 3M | +3.9% | +7.5% | -3.6% | -6.5% |
| 6M | -6.5% | +15.6% | -22.1% | -24.7% |
| YTD | -33.8% | +22.7% | -56.6% | -52.3% |
| 1Y | -33.3% | +26.4% | -59.7% | -53.9% |
| 3Y | +94.6% | +72.5% | +22.1% | -19.0% |
| All | +15.4% | +50.5% | -35.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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