+47.6%
SOFI vs O
+34.9%
+12.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +5.6% | -0.6% | +6.2% | +6.0% |
| 30D | -2.0% | -2.0% | -0.1% | -1.0% |
| 3M | +9.2% | +3.0% | +6.1% | +6.4% |
| 6M | -4.7% | -3.6% | -1.1% | -3.4% |
| YTD | -31.2% | +12.1% | -43.3% | -37.3% |
| 1Y | -30.6% | +8.9% | -39.5% | -35.7% |
| 3Y | +110.6% | +30.3% | +80.3% | +66.8% |
| 5Y | +16.4% | +13.7% | +2.7% | -2.0% |
| All | +47.6% | +34.9% | +12.7% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling