+15.4%
SOFI vs EWT
+149.5%
-134.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -1.4% |
| 7D | -4.9% | -1.1% | -3.8% | -3.8% |
| 30D | -3.5% | +4.5% | -7.9% | -8.2% |
| 3M | +3.9% | +8.3% | -4.4% | -6.9% |
| 6M | -6.5% | +54.2% | -60.8% | -47.0% |
| YTD | -33.8% | +74.6% | -108.4% | -68.5% |
| 1Y | -33.3% | +84.9% | -118.2% | -70.4% |
| 3Y | +94.6% | +197.5% | -102.9% | -56.9% |
| All | +15.4% | +149.5% | -134.1% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling