+42.0%
SOFI vs NTRA
+230.6%
-188.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.3% |
| 7D | -4.9% | +0.2% | -5.2% | -5.1% |
| 30D | -3.5% | +4.1% | -7.6% | -5.0% |
| 3M | +3.9% | +50.0% | -46.1% | -14.3% |
| 6M | -6.5% | +67.3% | -73.8% | -27.2% |
| YTD | -33.8% | +43.6% | -77.4% | -45.2% |
| 1Y | -33.3% | +89.2% | -122.5% | -51.1% |
| 3Y | +94.6% | +502.5% | -407.9% | -16.9% |
| 5Y | +13.3% | +173.8% | -160.5% | -32.3% |
| All | +42.0% | +230.6% | -188.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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