+15.4%
SOFI vs XME
+162.6%
-147.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.5% |
| 7D | -4.9% | -4.2% | -0.7% | -1.4% |
| 30D | -3.5% | -2.7% | -0.8% | -1.0% |
| 3M | +3.9% | -3.9% | +7.8% | +7.3% |
| 6M | -6.5% | -1.0% | -5.6% | -6.9% |
| YTD | -33.8% | +9.8% | -43.7% | -41.1% |
| 1Y | -33.3% | +32.5% | -65.8% | -50.3% |
| 3Y | +94.6% | +124.3% | -29.7% | -9.1% |
| All | +15.4% | +162.6% | -147.2% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling