+93.4%
SOFI vs EXE
+18.1%
+75.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -7.0% | -2.2% | -4.8% | -6.2% |
| 30D | -4.3% | -0.8% | -3.5% | -4.1% |
| 3M | +8.4% | +10.0% | -1.6% | +3.6% |
| 6M | -5.9% | -6.3% | +0.4% | -4.2% |
| YTD | -34.3% | -10.7% | -23.6% | -32.0% |
| 1Y | -32.6% | +2.7% | -35.2% | -36.6% |
| All | +93.4% | +18.1% | +75.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling