-40.8%
SOFI vs NVO
-7.7%
-33.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.3% | +2.0% |
| 7D | +1.4% | +10.2% | -8.8% | -1.8% |
| 30D | +9.2% | +12.4% | -3.2% | +5.0% |
| 3M | -7.1% | -3.5% | -3.5% | -6.1% |
| 6M | +7.3% | -3.8% | +11.0% | +6.9% |
| YTD | -33.6% | -13.0% | -20.7% | -34.8% |
| 1Y | -40.8% | -8.2% | -32.6% | -43.3% |
| All | -40.8% | -7.7% | -33.2% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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