+42.0%
SOFI vs NEM
+145.1%
-103.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.1% |
| 7D | -2.9% | +3.1% | -5.9% | -3.6% |
| 30D | -4.4% | +10.0% | -14.4% | -6.7% |
| 3M | +5.2% | +30.9% | -25.7% | -2.2% |
| 6M | -7.8% | +10.5% | -18.3% | -11.1% |
| YTD | -33.8% | +29.7% | -63.5% | -39.0% |
| 1Y | -33.3% | +71.1% | -104.4% | -43.1% |
| 3Y | +102.7% | +252.1% | -149.4% | +39.8% |
| 5Y | +10.5% | +157.7% | -147.3% | -20.7% |
| All | +42.0% | +145.1% | -103.0% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling