+15.4%
SOFI vs NWSA
+40.0%
-24.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.9% | -2.8% | -2.1% | -2.4% |
| 30D | -3.5% | +3.0% | -6.5% | -6.1% |
| 3M | +3.9% | +12.3% | -8.4% | -8.3% |
| 6M | -6.5% | +21.9% | -28.4% | -24.5% |
| YTD | -33.8% | +13.6% | -47.4% | -43.4% |
| 1Y | -33.3% | +0.5% | -33.8% | -35.6% |
| 3Y | +94.6% | +43.8% | +50.9% | +34.9% |
| All | +15.4% | +40.0% | -24.6% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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