+26.4%
SOFI vs EXR
+71.6%
-45.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.9% | -0.4% | -4.4% | -4.6% |
| 30D | +8.4% | +18.2% | -9.8% | -0.8% |
| 3M | -16.3% | +7.3% | -23.7% | -19.5% |
| 6M | +0.7% | +13.8% | -13.1% | -6.8% |
| YTD | -41.1% | +25.9% | -67.0% | -49.0% |
| 1Y | -45.7% | +25.8% | -71.5% | -53.0% |
| 3Y | +119.0% | +53.7% | +65.3% | +63.5% |
| 5Y | -32.2% | -1.8% | -30.5% | -34.2% |
| All | +26.4% | +71.6% | -45.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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