-40.8%
SOFI vs NI
+9.5%
-50.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.6% |
| 7D | +1.4% | +3.9% | -2.5% | +1.3% |
| 30D | +9.2% | +15.3% | -6.1% | +9.1% |
| 3M | -7.1% | +2.4% | -9.5% | -7.1% |
| 6M | +7.3% | -4.5% | +11.8% | +7.7% |
| YTD | -33.6% | +11.4% | -45.0% | -38.6% |
| 1Y | -40.8% | +8.5% | -49.3% | -42.0% |
| All | -40.8% | +9.5% | -50.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling