+94.6%
SOFI vs EXEL
+154.7%
-60.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -4.9% | -4.9% | 0.0% | -4.1% |
| 30D | -3.5% | +11.4% | -14.8% | -5.3% |
| 3M | +3.9% | +4.9% | -1.0% | +3.0% |
| 6M | -6.5% | +34.4% | -40.9% | -11.3% |
| YTD | -33.8% | +28.0% | -61.9% | -36.9% |
| 1Y | -33.3% | +43.6% | -76.9% | -37.8% |
| 3Y | +94.6% | +155.2% | -60.6% | +55.5% |
| All | +94.6% | +154.7% | -60.1% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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