-32.6%
SOFI vs EXC
+4.5%
-37.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -1.0% |
| 7D | -7.0% | -1.6% | -5.4% | -7.6% |
| 30D | -4.3% | -2.4% | -1.9% | -5.1% |
| 3M | +8.4% | -4.0% | +12.4% | +6.8% |
| 6M | -5.9% | -9.8% | +3.9% | -8.4% |
| YTD | -34.3% | +2.3% | -36.6% | -35.5% |
| 1Y | -32.6% | +3.8% | -36.4% | -33.0% |
| All | -32.6% | +4.5% | -37.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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