-47.1%
SOFI vs OUST
+50.6%
-97.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -2.4% | +31.9% | -34.3% | -9.7% |
| 30D | +3.6% | -4.2% | +7.8% | +3.7% |
| 3M | -9.7% | -9.3% | -0.4% | -9.4% |
| 6M | +3.9% | +51.7% | -47.7% | -17.8% |
| YTD | -37.5% | +76.6% | -114.1% | -57.3% |
| All | -47.1% | +50.6% | -97.7% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling