+41.1%
SOFI vs XME
+250.9%
-209.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +2.2% |
| 7D | -7.0% | -3.0% | -4.0% | -4.9% |
| 30D | -4.3% | -2.6% | -1.7% | -2.2% |
| 3M | +8.4% | +2.2% | +6.3% | +6.5% |
| 6M | -5.9% | +0.7% | -6.6% | -7.1% |
| YTD | -34.3% | +10.9% | -45.2% | -40.6% |
| 1Y | -32.6% | +35.7% | -68.3% | -48.0% |
| 3Y | +101.3% | +127.1% | -25.8% | +7.7% |
| 5Y | +12.6% | +168.5% | -155.9% | -44.1% |
| All | +41.1% | +250.9% | -209.8% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling