+49.3%
SOFI vs SE
-44.2%
+93.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +0.9% | -6.1% | +7.0% | +3.6% |
| 30D | -0.2% | -2.5% | +2.3% | 0.0% |
| 3M | +6.2% | +21.7% | -15.5% | -3.7% |
| 6M | -2.6% | +27.0% | -29.6% | -14.2% |
| YTD | -30.4% | -12.1% | -18.3% | -29.0% |
| 1Y | -28.2% | -40.9% | +12.7% | -12.8% |
| 3Y | +107.3% | +191.0% | -83.7% | +17.2% |
| 5Y | +20.2% | -68.3% | +88.5% | +86.1% |
| All | +49.3% | -44.2% | +93.5% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling