+12.6%
SOFI vs ON
+51.2%
-38.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -7.0% | -4.7% | -2.3% | -5.1% |
| 30D | -4.3% | -13.5% | +9.2% | +1.7% |
| 3M | +8.4% | -36.3% | +44.8% | +26.0% |
| 6M | -5.9% | +17.8% | -23.7% | -21.9% |
| YTD | -34.3% | +29.6% | -63.8% | -48.8% |
| 1Y | -32.6% | +45.8% | -78.4% | -51.1% |
| 3Y | +101.3% | -28.3% | +129.6% | +90.6% |
| 5Y | +12.6% | +49.6% | -37.1% | -38.9% |
| All | +12.6% | +51.2% | -38.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling