+93.4%
SOFI vs EXPE
+153.4%
-60.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | -7.0% | -8.7% | +1.6% | -3.4% |
| 30D | -4.3% | -13.6% | +9.4% | +1.5% |
| 3M | +8.4% | +26.6% | -18.2% | -5.0% |
| 6M | -5.9% | +19.9% | -25.9% | -16.3% |
| YTD | -34.3% | -1.7% | -32.6% | -36.6% |
| 1Y | -32.6% | +29.4% | -62.0% | -44.8% |
| All | +93.4% | +153.4% | -60.0% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling