+49.3%
SOFI vs EXR
+49.0%
+0.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -0.9% |
| 7D | +0.9% | -2.6% | +3.4% | +2.3% |
| 30D | -0.2% | -7.2% | +7.0% | +3.9% |
| 3M | +6.2% | -3.5% | +9.7% | +7.6% |
| 6M | -2.6% | -5.3% | +2.7% | -0.5% |
| YTD | -30.4% | +9.4% | -39.8% | -35.0% |
| 1Y | -28.2% | +1.3% | -29.5% | -30.3% |
| 3Y | +107.3% | +22.4% | +84.9% | +75.7% |
| 5Y | +20.2% | -12.2% | +32.4% | +24.5% |
| All | +49.3% | +49.0% | +0.4% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling