+15.4%
SOFI vs EXE
+97.7%
-82.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.3% |
| 7D | -4.9% | -3.1% | -1.8% | -4.0% |
| 30D | -3.5% | -0.9% | -2.5% | -3.3% |
| 3M | +3.9% | +9.6% | -5.7% | +0.3% |
| 6M | -6.5% | -11.6% | +5.1% | -3.7% |
| YTD | -33.8% | -12.6% | -21.3% | -32.0% |
| 1Y | -33.3% | +1.2% | -34.5% | -35.2% |
| 3Y | +94.6% | +18.0% | +76.6% | +80.0% |
| All | +15.4% | +97.7% | -82.3% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling