+42.0%
SOFI vs OMC
+53.0%
-10.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.2% |
| 7D | -2.9% | -4.2% | +1.4% | -0.9% |
| 30D | -4.4% | -7.5% | +3.1% | -1.2% |
| 3M | +5.2% | +4.6% | +0.6% | +2.0% |
| 6M | -7.8% | -4.8% | -2.9% | -6.6% |
| YTD | -33.8% | -1.0% | -32.8% | -35.0% |
| 1Y | -33.3% | +3.8% | -37.1% | -37.0% |
| 3Y | +102.7% | +10.2% | +92.5% | +84.4% |
| 5Y | +10.5% | +29.7% | -19.3% | +1.1% |
| All | +42.0% | +53.0% | -10.9% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling