+41.1%
SOFI vs NUE
+412.7%
-371.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | -7.0% | -2.7% | -4.4% | -6.0% |
| 30D | -4.3% | -6.1% | +1.8% | -2.0% |
| 3M | +8.4% | +2.2% | +6.2% | +6.8% |
| 6M | -5.9% | +50.8% | -56.7% | -20.9% |
| YTD | -34.3% | +57.5% | -91.8% | -45.9% |
| 1Y | -32.6% | +82.5% | -115.0% | -47.6% |
| 3Y | +101.3% | +61.7% | +39.6% | +58.3% |
| 5Y | +12.6% | +145.1% | -132.6% | -19.1% |
| All | +41.1% | +412.7% | -371.6% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling