+42.0%
SOFI vs IEFA
+68.8%
-26.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -1.1% |
| 7D | -4.9% | -1.6% | -3.4% | -2.3% |
| 30D | -3.5% | -1.5% | -2.0% | -0.5% |
| 3M | +3.9% | +3.4% | +0.5% | -1.2% |
| 6M | -6.5% | +9.5% | -16.0% | -19.5% |
| YTD | -33.8% | +13.0% | -46.9% | -46.6% |
| 1Y | -33.3% | +18.0% | -51.3% | -49.7% |
| 3Y | +94.6% | +65.4% | +29.2% | -14.6% |
| 5Y | +13.3% | +51.6% | -38.3% | -42.2% |
| All | +42.0% | +68.8% | -26.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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