+15.4%
SOFI vs NOC
+58.2%
-42.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | -3.5% | -9.7% | +6.2% | -2.6% |
| 3M | +3.9% | -5.6% | +9.5% | +4.3% |
| 6M | -6.5% | -28.6% | +22.1% | -3.9% |
| YTD | -33.8% | -7.9% | -26.0% | -33.6% |
| 1Y | -33.3% | -9.5% | -23.8% | -32.9% |
| 3Y | +94.6% | +28.4% | +66.2% | +86.9% |
| All | +15.4% | +58.2% | -42.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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