+41.1%
SOFI vs NKE
-71.7%
+112.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -7.0% | -5.5% | -1.5% | -4.1% |
| 30D | -4.3% | -10.4% | +6.2% | +1.3% |
| 3M | +8.4% | -15.8% | +24.3% | +18.0% |
| 6M | -5.9% | -33.4% | +27.5% | +15.3% |
| YTD | -34.3% | -41.0% | +6.7% | -14.1% |
| 1Y | -32.6% | -49.1% | +16.5% | -5.8% |
| 3Y | +101.3% | -59.8% | +161.1% | +203.7% |
| 5Y | +12.6% | -75.5% | +88.0% | +108.9% |
| All | +41.1% | -71.7% | +112.8% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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