-33.3%
SOFI vs O
+5.4%
-38.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -4.9% | -2.9% | -2.1% | -5.7% |
| 30D | -3.5% | -4.5% | +1.1% | -4.7% |
| 3M | +3.9% | -2.6% | +6.5% | +2.7% |
| 6M | -6.5% | -5.6% | -0.9% | -7.6% |
| YTD | -33.8% | +9.3% | -43.1% | -36.4% |
| 1Y | -33.3% | +4.3% | -37.6% | -38.8% |
| All | -33.3% | +5.4% | -38.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling