+47.6%
SOFI vs ON
+115.1%
-67.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | +0.8% |
| 7D | +5.6% | -2.2% | +7.8% | +6.6% |
| 30D | -2.0% | -12.4% | +10.4% | +3.8% |
| 3M | +9.2% | -41.2% | +50.4% | +32.7% |
| 6M | -4.7% | +25.0% | -29.7% | -23.8% |
| YTD | -31.2% | +31.3% | -62.5% | -47.2% |
| 1Y | -30.6% | +45.4% | -76.0% | -50.1% |
| 3Y | +110.6% | -27.4% | +138.1% | +97.8% |
| 5Y | +16.4% | +58.5% | -42.1% | -39.8% |
| All | +47.6% | +115.1% | -67.4% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling