+144.5%
SOFI vs EXPD
+72.3%
+72.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.1% |
| 7D | +0.9% | -5.5% | +6.4% | +3.5% |
| 30D | +6.0% | -1.9% | +7.9% | +7.0% |
| 3M | -8.9% | +6.1% | -15.0% | -11.4% |
| 6M | +6.3% | +21.6% | -15.3% | -3.2% |
| YTD | -36.0% | +27.9% | -63.9% | -44.2% |
| 1Y | -40.6% | +39.4% | -80.0% | -50.8% |
| 3Y | +144.5% | +72.7% | +71.9% | +51.5% |
| All | +144.5% | +72.3% | +72.3% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling