+34.2%
SOFI vs EXPD
+111.1%
-77.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | -2.4% | -7.4% | +5.0% | +2.1% |
| 30D | +3.6% | -2.1% | +5.7% | +5.0% |
| 3M | -9.7% | +5.7% | -15.4% | -12.8% |
| 6M | +3.9% | +21.4% | -17.4% | -8.0% |
| YTD | -37.5% | +27.6% | -65.1% | -47.6% |
| 1Y | -46.4% | +36.1% | -82.5% | -57.0% |
| 3Y | +135.9% | +69.9% | +66.0% | +58.2% |
| 5Y | -19.8% | +59.7% | -79.5% | -50.1% |
| All | +34.2% | +111.1% | -77.0% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling