+42.0%
SOFI vs NVT
+660.7%
-618.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -2.1% |
| 7D | -4.9% | +4.1% | -9.0% | -7.3% |
| 30D | -3.5% | -5.1% | +1.7% | -1.0% |
| 3M | +3.9% | -1.2% | +5.1% | +2.3% |
| 6M | -6.5% | +46.6% | -53.1% | -29.9% |
| YTD | -33.8% | +60.0% | -93.8% | -53.8% |
| 1Y | -33.3% | +70.8% | -104.1% | -55.4% |
| 3Y | +94.6% | +187.5% | -92.9% | -12.2% |
| 5Y | +13.3% | +426.1% | -412.9% | -64.0% |
| All | +42.0% | +660.7% | -618.7% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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