-32.7%
SOFI vs NDAQ
+66.7%
-99.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.2% |
| 7D | -4.9% | +1.3% | -6.1% | -5.9% |
| 30D | +8.4% | +18.0% | -9.5% | -6.8% |
| 3M | -16.3% | +11.5% | -27.9% | -24.5% |
| 6M | +0.7% | +21.1% | -20.4% | -17.2% |
| YTD | -41.1% | +12.8% | -53.9% | -48.9% |
| 1Y | -45.7% | +25.7% | -71.4% | -58.0% |
| 3Y | +119.0% | +116.8% | +2.2% | +0.1% |
| All | -32.7% | +66.7% | -99.4% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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