+12.6%
SOFI vs O
+14.0%
-1.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -7.0% | -3.5% | -3.5% | -4.6% |
| 30D | -4.3% | -3.3% | -1.0% | -2.0% |
| 3M | +8.4% | -2.8% | +11.3% | +9.7% |
| 6M | -5.9% | -5.8% | -0.1% | -2.9% |
| YTD | -34.3% | +9.4% | -43.7% | -40.5% |
| 1Y | -32.6% | +5.7% | -38.2% | -37.4% |
| 3Y | +101.3% | +27.2% | +74.0% | +51.1% |
| 5Y | +12.6% | +17.2% | -4.6% | -10.4% |
| All | +12.6% | +14.0% | -1.5% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling