+42.0%
SOFI vs NOC
+86.4%
-44.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.8% |
| 7D | -2.9% | -1.6% | -1.3% | -2.9% |
| 30D | -4.4% | -10.4% | +6.0% | -4.5% |
| 3M | +5.2% | -5.6% | +10.8% | +5.2% |
| 6M | -7.8% | -30.4% | +22.6% | -8.5% |
| YTD | -33.8% | -8.5% | -25.3% | -33.8% |
| 1Y | -33.3% | -8.3% | -24.9% | -33.2% |
| 3Y | +102.7% | +28.2% | +74.5% | +106.9% |
| 5Y | +10.5% | +56.7% | -46.3% | +40.1% |
| All | +42.0% | +86.4% | -44.3% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling