+16.4%
SOFI vs EXPD
+60.9%
-44.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.1% |
| 7D | +5.6% | -0.9% | +6.6% | +6.3% |
| 30D | -2.0% | +4.1% | -6.1% | -4.6% |
| 3M | +9.2% | +13.8% | -4.6% | -0.3% |
| 6M | -4.7% | +27.3% | -32.0% | -20.5% |
| YTD | -31.2% | +25.4% | -56.6% | -43.0% |
| 1Y | -30.6% | +54.4% | -85.0% | -51.8% |
| 3Y | +110.6% | +67.9% | +42.8% | +32.7% |
| 5Y | +16.4% | +59.2% | -42.8% | -32.3% |
| All | +16.4% | +60.9% | -44.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling