+37.3%
SOFI vs OUST
-72.2%
+109.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.8% | -7.5% | +0.3% |
| 7D | +0.9% | +36.7% | -35.8% | -8.1% |
| 30D | +6.0% | -3.3% | +9.3% | +6.1% |
| 3M | -8.9% | -11.1% | +2.3% | -7.7% |
| 6M | +6.3% | +53.1% | -46.7% | -14.2% |
| YTD | -36.0% | +78.2% | -114.3% | -51.8% |
| 1Y | -40.6% | +50.0% | -90.6% | -53.1% |
| 3Y | +144.5% | +836.2% | -691.6% | -12.9% |
| 5Y | -24.3% | -50.0% | +25.6% | -33.3% |
| All | +37.3% | -72.2% | +109.4% | +49.5% |
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