+161.4%
SOFI vs NXT
+181.9%
-20.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +5.6% | +2.9% | +2.8% | +4.9% |
| 30D | -2.0% | -17.2% | +15.2% | +2.4% |
| 3M | +9.2% | -32.0% | +41.1% | +18.5% |
| 6M | -4.7% | -15.8% | +11.0% | -3.2% |
| YTD | -31.2% | -1.9% | -29.3% | -33.2% |
| 1Y | -30.6% | +22.5% | -53.1% | -36.3% |
| 3Y | +110.6% | +100.5% | +10.1% | +59.3% |
| All | +161.4% | +181.9% | -20.5% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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