-40.8%
SOFI vs NOK
+19.5%
-60.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +4.1% |
| 7D | +1.4% | -10.4% | +11.8% | +3.3% |
| 30D | +9.2% | -19.0% | +28.2% | +12.7% |
| 3M | -7.1% | -16.7% | +9.7% | -5.0% |
| 6M | +7.3% | -37.1% | +44.4% | +11.1% |
| YTD | -33.6% | +27.7% | -61.3% | -42.8% |
| 1Y | -40.8% | +21.3% | -62.1% | -47.5% |
| All | -40.8% | +19.5% | -60.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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