+42.0%
SOFI vs EWZ
+52.0%
-10.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.3% |
| 7D | -4.9% | +0.9% | -5.8% | -5.5% |
| 30D | -3.5% | +12.8% | -16.2% | -11.2% |
| 3M | +3.9% | +10.8% | -6.9% | -3.3% |
| 6M | -6.5% | +2.5% | -9.0% | -8.0% |
| YTD | -33.8% | +21.4% | -55.2% | -42.4% |
| 1Y | -33.3% | +32.8% | -66.1% | -45.3% |
| 3Y | +94.6% | +45.2% | +49.4% | +50.9% |
| 5Y | +13.3% | +63.0% | -49.7% | -20.3% |
| All | +42.0% | +52.0% | -10.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling