-40.8%
SOFI vs XME
+5.2%
-46.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.7% | +4.4% |
| 7D | +1.4% | -5.5% | +6.9% | +5.9% |
| 30D | +9.2% | -11.1% | +20.3% | +19.3% |
| 3M | -7.1% | -11.1% | +4.1% | +1.4% |
| 6M | +7.3% | -18.0% | +25.3% | +22.0% |
| YTD | -33.6% | -7.4% | -26.2% | -36.8% |
| 1Y | -40.8% | +6.7% | -47.5% | -55.8% |
| All | -40.8% | +5.2% | -46.0% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling