-40.8%
SOFI vs ON
+41.6%
-82.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.0% |
| 7D | +1.4% | -5.8% | +7.2% | +2.4% |
| 30D | +9.2% | -17.1% | +26.3% | +12.2% |
| 3M | -7.1% | -11.8% | +4.8% | -5.6% |
| 6M | +7.3% | -30.2% | +37.5% | +8.2% |
| YTD | -33.6% | +31.6% | -65.2% | -47.3% |
| 1Y | -40.8% | +47.6% | -88.4% | -56.7% |
| All | -40.8% | +41.6% | -82.5% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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