+47.6%
SOFI vs NDAQ
+129.8%
-82.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | +0.5% |
| 7D | +5.6% | -2.6% | +8.2% | +7.9% |
| 30D | -2.0% | +0.5% | -2.5% | -2.5% |
| 3M | +9.2% | +9.9% | -0.8% | -1.4% |
| 6M | -4.7% | +8.2% | -12.9% | -12.8% |
| YTD | -31.2% | -1.5% | -29.7% | -32.2% |
| 1Y | -30.6% | +1.3% | -31.9% | -33.6% |
| 3Y | +110.6% | +92.6% | +18.1% | +15.3% |
| 5Y | +16.4% | +53.8% | -37.4% | -27.2% |
| All | +47.6% | +129.8% | -82.1% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling