+42.0%
SOFI vs NRG
+251.5%
-209.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -4.9% | -4.7% | -0.3% | -3.0% |
| 30D | -3.5% | -6.0% | +2.5% | -1.2% |
| 3M | +3.9% | -8.0% | +11.9% | +5.5% |
| 6M | -6.5% | -23.2% | +16.6% | +1.7% |
| YTD | -33.8% | -28.1% | -5.8% | -26.7% |
| 1Y | -33.3% | -27.3% | -6.0% | -26.4% |
| 3Y | +94.6% | +208.7% | -114.0% | +10.3% |
| 5Y | +13.3% | +197.7% | -184.4% | -35.2% |
| All | +42.0% | +251.5% | -209.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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