+41.1%
SOFI vs NOK
+196.3%
-155.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -7.0% | +8.7% | -15.7% | -9.2% |
| 30D | -4.3% | +12.5% | -16.8% | -7.5% |
| 3M | +8.4% | -20.7% | +29.2% | +13.9% |
| 6M | -5.9% | +36.2% | -42.1% | -17.8% |
| YTD | -34.3% | +64.1% | -98.4% | -46.1% |
| 1Y | -32.6% | +132.4% | -164.9% | -50.7% |
| 3Y | +101.3% | +182.9% | -81.6% | +38.7% |
| 5Y | +12.6% | +102.8% | -90.2% | -20.6% |
| All | +41.1% | +196.3% | -155.2% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling