-33.3%
SOFI vs EOG
+28.1%
-61.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.9% | +1.5% | -6.4% | -4.4% |
| 30D | -3.5% | +2.9% | -6.4% | -2.2% |
| 3M | +3.9% | +8.7% | -4.8% | +8.2% |
| 6M | -6.5% | +12.9% | -19.4% | -3.6% |
| YTD | -33.8% | +43.8% | -77.7% | -33.1% |
| 1Y | -33.3% | +27.1% | -60.4% | -33.4% |
| All | -33.3% | +28.1% | -61.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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