+42.0%
SOFI vs EWZ
+51.5%
-9.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -2.8% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | -4.4% | +8.2% | -12.5% | -9.4% |
| 3M | +5.2% | +13.3% | -8.1% | -3.5% |
| 6M | -7.8% | +3.6% | -11.4% | -9.8% |
| YTD | -33.8% | +21.0% | -54.8% | -42.2% |
| 1Y | -33.3% | +34.7% | -67.9% | -45.8% |
| 3Y | +102.7% | +48.3% | +54.4% | +55.4% |
| 5Y | +10.5% | +60.1% | -49.6% | -21.5% |
| All | +42.0% | +51.5% | -9.4% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling