+15.4%
SOFI vs OMC
+30.5%
-15.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -4.9% | -4.4% | -0.6% | -2.4% |
| 30D | -3.5% | -7.6% | +4.1% | +0.9% |
| 3M | +3.9% | +4.5% | -0.6% | -0.5% |
| 6M | -6.5% | -0.3% | -6.3% | -7.9% |
| YTD | -33.8% | -0.1% | -33.7% | -36.2% |
| 1Y | -33.3% | +4.6% | -37.9% | -39.0% |
| 3Y | +94.6% | +10.5% | +84.1% | +63.7% |
| All | +15.4% | +30.5% | -15.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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