-30.6%
SOFI vs OUST
+34.0%
-64.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.9% |
| 7D | +5.6% | +12.7% | -7.1% | +2.4% |
| 30D | -2.0% | -13.6% | +11.6% | +1.2% |
| 3M | +9.2% | -8.3% | +17.4% | +5.8% |
| 6M | -4.7% | +85.0% | -89.7% | -29.6% |
| YTD | -31.2% | +73.2% | -104.5% | -48.8% |
| 1Y | -30.6% | +32.5% | -63.1% | -45.8% |
| All | -30.6% | +34.0% | -64.6% | -45.8% |
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