+37.3%
SOFI vs EXPD
+111.6%
-74.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +1.7% |
| 7D | +0.9% | -5.5% | +6.4% | +4.3% |
| 30D | +6.0% | -1.9% | +7.9% | +7.3% |
| 3M | -8.9% | +6.1% | -15.0% | -12.2% |
| 6M | +6.3% | +21.6% | -15.3% | -5.9% |
| YTD | -36.0% | +27.9% | -63.9% | -46.4% |
| 1Y | -40.6% | +39.4% | -80.0% | -53.0% |
| 3Y | +144.5% | +72.7% | +71.9% | +62.1% |
| 5Y | -24.3% | +60.3% | -84.7% | -52.9% |
| All | +37.3% | +111.6% | -74.3% | +8.8% |
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