+42.0%
SOFI vs EXPE
+111.6%
-69.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.1% |
| 7D | -4.9% | -5.8% | +0.8% | -2.3% |
| 30D | -3.5% | -13.6% | +10.2% | +2.9% |
| 3M | +3.9% | +25.2% | -21.3% | -9.1% |
| 6M | -6.5% | +22.3% | -28.9% | -18.1% |
| YTD | -33.8% | -0.3% | -33.5% | -36.9% |
| 1Y | -33.3% | +27.8% | -61.1% | -45.2% |
| 3Y | +94.6% | +162.4% | -67.8% | +6.2% |
| 5Y | +13.3% | +95.8% | -82.6% | -29.9% |
| All | +42.0% | +111.6% | -69.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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