-40.8%
SOFI vs EWT
+54.0%
-94.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.4% |
| 7D | +1.4% | -10.9% | +12.3% | +9.5% |
| 30D | +9.2% | -17.7% | +26.9% | +24.5% |
| 3M | -7.1% | -5.0% | -2.0% | -4.6% |
| 6M | +7.3% | +7.4% | -0.1% | -2.8% |
| YTD | -33.6% | +52.8% | -86.4% | -60.3% |
| 1Y | -40.8% | +55.2% | -96.0% | -65.6% |
| All | -40.8% | +54.0% | -94.8% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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