+42.0%
SOFI vs NOK
+210.5%
-168.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | -0.7% |
| 7D | -4.9% | +11.0% | -15.9% | -7.7% |
| 30D | -3.5% | +7.8% | -11.3% | -5.5% |
| 3M | +3.9% | -21.0% | +24.9% | +9.1% |
| 6M | -6.5% | +40.9% | -47.4% | -19.1% |
| YTD | -33.8% | +72.0% | -105.9% | -46.5% |
| 1Y | -33.3% | +140.9% | -174.2% | -51.7% |
| 3Y | +94.6% | +194.3% | -99.7% | +32.6% |
| 5Y | +13.3% | +112.5% | -99.3% | -21.1% |
| All | +42.0% | +210.5% | -168.6% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling