+47.6%
SOFI vs OUST
-72.9%
+120.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.0% |
| 7D | +5.6% | +12.7% | -7.1% | +2.2% |
| 30D | -2.0% | -13.6% | +11.6% | +1.6% |
| 3M | +9.2% | -8.3% | +17.4% | +6.4% |
| 6M | -4.7% | +85.0% | -89.7% | -27.3% |
| YTD | -31.2% | +73.2% | -104.5% | -46.9% |
| 1Y | -30.6% | +32.5% | -63.1% | -43.6% |
| 3Y | +110.6% | +643.8% | -533.2% | -18.6% |
| 5Y | +16.4% | -52.1% | +68.5% | +4.8% |
| All | +47.6% | -72.9% | +120.6% | +64.6% |
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