+42.0%
SOFI vs EWT
+203.7%
-161.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -4.0% |
| 7D | -2.9% | +2.1% | -5.0% | -5.2% |
| 30D | -4.4% | +9.4% | -13.7% | -13.6% |
| 3M | +5.2% | +10.9% | -5.7% | -8.1% |
| 6M | -7.8% | +57.9% | -65.7% | -48.6% |
| YTD | -33.8% | +75.9% | -109.7% | -68.2% |
| 1Y | -33.3% | +89.7% | -123.0% | -70.8% |
| 3Y | +102.7% | +200.9% | -98.2% | -52.8% |
| 5Y | +10.5% | +154.5% | -144.0% | -66.1% |
| All | +42.0% | +203.7% | -161.7% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling