+0.6%
SOFI vs OSCR
-9.0%
+9.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -4.9% | +1.6% | -6.6% | -5.3% |
| 30D | -3.5% | +10.7% | -14.1% | -6.0% |
| 3M | +3.9% | +13.4% | -9.5% | -0.1% |
| 6M | -6.5% | +144.6% | -151.1% | -27.0% |
| YTD | -33.8% | +128.0% | -161.9% | -47.7% |
| 1Y | -33.3% | +68.7% | -101.9% | -44.2% |
| 3Y | +94.6% | +398.8% | -304.2% | +7.4% |
| 5Y | +13.3% | +87.3% | -74.0% | -36.6% |
| All | +0.6% | -9.0% | +9.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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