-40.8%
SOFI vs NVDL
-23.5%
-17.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.1% | +9.7% | +5.6% |
| 7D | +1.4% | -14.0% | +15.4% | +6.2% |
| 30D | +9.2% | -31.2% | +40.4% | +22.6% |
| 3M | -7.1% | -15.5% | +8.4% | -3.7% |
| 6M | +7.3% | -10.3% | +17.6% | +5.8% |
| YTD | -33.6% | -5.8% | -27.8% | -37.6% |
| 1Y | -40.8% | -20.1% | -20.7% | -38.6% |
| All | -40.8% | -23.5% | -17.4% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling