+13.3%
SOFI vs SE
-67.1%
+80.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.1% |
| 7D | -2.9% | -3.6% | +0.8% | -1.3% |
| 30D | -4.4% | -5.3% | +0.9% | -2.9% |
| 3M | +5.2% | +28.1% | -22.9% | -6.3% |
| 6M | -7.8% | +20.7% | -28.4% | -16.5% |
| YTD | -33.8% | -14.8% | -19.0% | -31.6% |
| 1Y | -33.3% | -43.6% | +10.3% | -17.9% |
| 3Y | +102.7% | +184.2% | -81.5% | +19.6% |
| All | +13.3% | -67.1% | +80.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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