+42.0%
SOFI vs NTR
+90.0%
-48.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -4.9% | -1.3% | -3.7% | -4.6% |
| 30D | -3.5% | +16.8% | -20.2% | -8.1% |
| 3M | +3.9% | +20.7% | -16.8% | -2.9% |
| 6M | -6.5% | +0.5% | -7.1% | -7.9% |
| YTD | -33.8% | +29.2% | -63.0% | -40.8% |
| 1Y | -33.3% | +39.6% | -72.9% | -42.1% |
| 3Y | +94.6% | +37.9% | +56.7% | +66.4% |
| 5Y | +13.3% | +47.1% | -33.8% | -11.2% |
| All | +42.0% | +90.0% | -48.0% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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