-24.6%
SOFI vs EXE
+187.5%
-212.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | -2.9% | -2.7% | -0.1% | -2.0% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | +5.2% | +9.5% | -4.3% | +1.6% |
| 6M | -7.8% | -9.3% | +1.6% | -5.8% |
| YTD | -33.8% | -10.9% | -22.9% | -32.4% |
| 1Y | -33.3% | +4.3% | -37.6% | -35.9% |
| 3Y | +102.7% | +18.8% | +83.9% | +87.0% |
| 5Y | +10.5% | +101.4% | -91.0% | -12.8% |
| All | -24.6% | +187.5% | -212.2% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling