+15.4%
SOFI vs NEM
+155.2%
-139.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -4.9% | -1.0% | -3.9% | -4.7% |
| 30D | -3.5% | +7.8% | -11.3% | -5.5% |
| 3M | +3.9% | +30.2% | -26.3% | -3.8% |
| 6M | -6.5% | +9.6% | -16.1% | -9.9% |
| YTD | -33.8% | +27.8% | -61.7% | -39.3% |
| 1Y | -33.3% | +60.7% | -94.0% | -43.0% |
| 3Y | +94.6% | +245.3% | -150.7% | +28.8% |
| All | +15.4% | +155.2% | -139.8% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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