+42.0%
SOFI vs XEL
+35.0%
+7.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -3.5% | -3.9% | +0.5% | -2.8% |
| 3M | +3.9% | -2.8% | +6.7% | +4.3% |
| 6M | -6.5% | -5.4% | -1.1% | -5.9% |
| YTD | -33.8% | +3.8% | -37.6% | -34.8% |
| 1Y | -33.3% | +6.8% | -40.1% | -34.7% |
| 3Y | +94.6% | +45.6% | +49.0% | +78.9% |
| 5Y | +13.3% | +30.7% | -17.4% | +10.6% |
| All | +42.0% | +35.0% | +7.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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