+94.6%
SOFI vs NUE
+61.7%
+32.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | -0.2% |
| 7D | -4.9% | -0.6% | -4.3% | -4.6% |
| 30D | -3.5% | -4.6% | +1.1% | -1.2% |
| 3M | +3.9% | -0.3% | +4.2% | +3.2% |
| 6M | -6.5% | +51.9% | -58.4% | -27.6% |
| YTD | -33.8% | +60.0% | -93.8% | -50.6% |
| 1Y | -33.3% | +82.9% | -116.2% | -54.1% |
| 3Y | +94.6% | +66.0% | +28.6% | +24.0% |
| All | +94.6% | +61.7% | +32.9% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling