+42.0%
SOFI vs EXEL
+189.0%
-147.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.0% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | -4.4% | +10.1% | -14.5% | -6.5% |
| 3M | +5.2% | +10.1% | -4.9% | +2.8% |
| 6M | -7.8% | +37.7% | -45.4% | -14.8% |
| YTD | -33.8% | +33.1% | -66.9% | -38.6% |
| 1Y | -33.3% | +52.4% | -85.6% | -40.5% |
| 3Y | +102.7% | +163.8% | -61.1% | +48.3% |
| 5Y | +10.5% | +198.5% | -188.1% | -23.7% |
| All | +42.0% | +189.0% | -147.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling