+41.1%
SOFI vs NVS
+81.5%
-40.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.0% | -15.7% | +8.7% | -4.1% |
| 30D | -4.3% | -11.1% | +6.8% | -2.4% |
| 3M | +8.4% | -7.2% | +15.6% | +9.4% |
| 6M | -5.9% | -12.3% | +6.4% | -4.1% |
| YTD | -34.3% | +2.8% | -37.0% | -35.6% |
| 1Y | -32.6% | +11.9% | -44.5% | -35.5% |
| 3Y | +101.3% | +55.1% | +46.2% | +73.1% |
| 5Y | +12.6% | +94.1% | -81.5% | -10.0% |
| All | +41.1% | +81.5% | -40.4% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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