+42.0%
SOFI vs NSC
+51.0%
-9.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.3% |
| 7D | -4.9% | -2.8% | -2.2% | -3.1% |
| 30D | -3.5% | -4.5% | +1.1% | -0.5% |
| 3M | +3.9% | +3.5% | +0.4% | +0.9% |
| 6M | -6.5% | +8.5% | -15.1% | -12.9% |
| YTD | -33.8% | +12.3% | -46.2% | -40.3% |
| 1Y | -33.3% | +18.9% | -52.2% | -42.3% |
| 3Y | +94.6% | +74.1% | +20.5% | +25.9% |
| 5Y | +13.3% | +43.9% | -30.6% | -16.8% |
| All | +42.0% | +51.0% | -9.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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