+42.0%
SOFI vs TE
-51.6%
+93.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.1% |
| 7D | -2.9% | +15.0% | -17.8% | -6.2% |
| 30D | -4.4% | -7.5% | +3.2% | -3.1% |
| 3M | +5.2% | -42.0% | +47.2% | +15.9% |
| 6M | -7.8% | -31.4% | +23.7% | -8.6% |
| YTD | -33.8% | -26.5% | -7.3% | -37.1% |
| 1Y | -33.3% | +153.1% | -186.4% | -58.3% |
| 3Y | +102.7% | -20.7% | +123.4% | +49.7% |
| 5Y | +10.5% | -45.4% | +55.9% | -15.2% |
| All | +42.0% | -51.6% | +93.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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