+42.0%
SOFI vs EXPD
+110.2%
-68.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.0% | -4.5% |
| 7D | -2.9% | +1.2% | -4.0% | -3.6% |
| 30D | -4.4% | +5.2% | -9.6% | -7.2% |
| 3M | +5.2% | +13.2% | -8.0% | -2.5% |
| 6M | -7.8% | +30.3% | -38.1% | -22.5% |
| YTD | -33.8% | +27.0% | -60.8% | -44.2% |
| 1Y | -33.3% | +57.3% | -90.6% | -51.8% |
| 3Y | +102.7% | +70.0% | +32.7% | +36.2% |
| 5Y | +10.5% | +61.6% | -51.1% | -31.5% |
| All | +42.0% | +110.2% | -68.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling