+42.0%
SOFI vs EOG
+277.8%
-235.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.1% |
| 7D | -2.9% | -1.3% | -1.5% | -2.5% |
| 30D | -4.4% | +3.4% | -7.7% | -5.4% |
| 3M | +5.2% | +7.8% | -2.6% | +1.9% |
| 6M | -7.8% | +13.4% | -21.1% | -13.1% |
| YTD | -33.8% | +43.5% | -77.3% | -42.7% |
| 1Y | -33.3% | +29.7% | -62.9% | -40.4% |
| 3Y | +102.7% | +23.2% | +79.5% | +83.8% |
| 5Y | +10.5% | +176.4% | -166.0% | -21.5% |
| All | +42.0% | +277.8% | -235.8% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling