+94.7%
SOFI vs EXR
+21.4%
+73.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -2.6% |
| 7D | -2.9% | -3.1% | +0.2% | -1.4% |
| 30D | -4.4% | -7.5% | +3.2% | -0.7% |
| 3M | +5.2% | -7.5% | +12.7% | +8.7% |
| 6M | -7.8% | -5.2% | -2.6% | -6.2% |
| YTD | -33.8% | +6.5% | -40.3% | -37.3% |
| 1Y | -33.3% | -2.0% | -31.2% | -34.0% |
| All | +94.7% | +21.4% | +73.3% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling