+15.0%
SOFI vs OUST
-56.2%
+71.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -2.0% |
| 7D | +0.9% | +5.2% | -4.3% | -0.5% |
| 30D | -0.2% | -19.3% | +19.1% | +5.3% |
| 3M | +6.2% | -22.6% | +28.9% | +8.5% |
| 6M | -2.6% | +62.8% | -65.3% | -22.7% |
| YTD | -30.4% | +68.3% | -98.8% | -45.7% |
| 1Y | -28.2% | +28.5% | -56.8% | -41.0% |
| 3Y | +107.3% | +554.0% | -446.8% | -15.7% |
| All | +15.0% | -56.2% | +71.2% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling