+10.5%
SOFI vs XLE
+230.6%
-220.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | -4.4% | +8.5% | -12.9% | -8.5% |
| 3M | +5.2% | +14.6% | -9.4% | -3.1% |
| 6M | -7.8% | +17.6% | -25.3% | -17.6% |
| YTD | -33.8% | +48.1% | -81.9% | -49.0% |
| 1Y | -33.3% | +53.8% | -87.1% | -50.1% |
| 3Y | +102.7% | +56.2% | +46.5% | +51.5% |
| 5Y | +10.5% | +227.7% | -217.3% | -48.9% |
| All | +10.5% | +230.6% | -220.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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