-33.3%
SOFI vs ON
+57.2%
-90.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | -0.8% |
| 7D | -4.9% | +2.4% | -7.3% | -5.4% |
| 30D | -3.5% | -8.6% | +5.2% | -2.1% |
| 3M | +3.9% | -34.3% | +38.2% | +8.1% |
| 6M | -6.5% | +28.5% | -35.1% | -21.1% |
| YTD | -33.8% | +40.6% | -74.5% | -47.1% |
| 1Y | -33.3% | +55.3% | -88.6% | -48.7% |
| All | -33.3% | +57.2% | -90.4% | -48.7% |
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