+28.1%
SOFI vs OUST
-73.6%
+101.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -2.7% |
| 7D | -2.6% | +19.9% | -22.5% | -7.7% |
| 30D | +2.6% | +3.6% | -1.0% | +0.8% |
| 3M | -12.9% | -20.6% | +7.8% | -8.8% |
| 6M | -1.7% | +35.1% | -36.8% | -17.7% |
| YTD | -40.3% | +69.1% | -109.4% | -54.3% |
| 1Y | -51.5% | +49.9% | -101.4% | -61.6% |
| 3Y | +125.2% | +642.4% | -517.2% | -13.2% |
| 5Y | -31.3% | -48.3% | +17.0% | -40.3% |
| All | +28.1% | -73.6% | +101.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling