+15.4%
SOFI vs EOG
+169.9%
-154.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.9% | +1.5% | -6.4% | -5.3% |
| 30D | -3.5% | +2.9% | -6.4% | -4.4% |
| 3M | +3.9% | +8.7% | -4.8% | +0.3% |
| 6M | -6.5% | +12.9% | -19.4% | -12.1% |
| YTD | -33.8% | +43.8% | -77.7% | -43.4% |
| 1Y | -33.3% | +27.1% | -60.4% | -40.3% |
| 3Y | +94.6% | +25.9% | +68.7% | +74.1% |
| All | +15.4% | +169.9% | -154.5% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling