-32.7%
SOFI vs EXR
-1.8%
-31.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -4.9% | -0.4% | -4.4% | -4.6% |
| 30D | +8.4% | +18.2% | -9.8% | -1.6% |
| 3M | -16.3% | +7.3% | -23.7% | -19.8% |
| 6M | +0.7% | +13.8% | -13.1% | -7.5% |
| YTD | -41.1% | +25.9% | -67.0% | -49.7% |
| 1Y | -45.7% | +25.8% | -71.5% | -53.7% |
| 3Y | +119.0% | +53.7% | +65.3% | +56.7% |
| All | -32.7% | -1.8% | -31.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling