-17.7%
SOFI vs NVTS
-16.8%
-0.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.1% |
| 7D | -4.9% | -1.4% | -3.5% | -4.7% |
| 30D | -3.5% | -16.5% | +13.1% | -0.7% |
| 3M | +3.9% | -47.6% | +51.5% | +13.8% |
| 6M | -6.5% | +7.3% | -13.8% | -13.5% |
| YTD | -33.8% | +62.9% | -96.7% | -44.3% |
| 1Y | -33.3% | +91.3% | -124.6% | -46.8% |
| 3Y | +94.6% | +43.4% | +51.2% | +48.2% |
| All | -17.7% | -16.8% | -0.9% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling