+15.4%
SOFI vs NOK
+112.2%
-96.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | -1.6% |
| 7D | -4.9% | +11.0% | -15.9% | -9.7% |
| 30D | -3.5% | +7.8% | -11.3% | -7.0% |
| 3M | +3.9% | -21.0% | +24.9% | +13.4% |
| 6M | -6.5% | +40.9% | -47.4% | -31.1% |
| YTD | -33.8% | +72.0% | -105.9% | -57.7% |
| 1Y | -33.3% | +140.9% | -174.2% | -67.4% |
| 3Y | +94.6% | +194.3% | -99.7% | -20.8% |
| All | +15.4% | +112.2% | -96.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling