+42.0%
SOFI vs OVV
+391.6%
-349.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -4.9% | -1.7% | -3.3% | -4.5% |
| 30D | -3.5% | +0.8% | -4.2% | -3.8% |
| 3M | +3.9% | +13.3% | -9.4% | -1.2% |
| 6M | -6.5% | +16.9% | -23.4% | -13.3% |
| YTD | -33.8% | +64.3% | -98.1% | -45.9% |
| 1Y | -33.3% | +54.2% | -87.5% | -44.7% |
| 3Y | +94.6% | +51.3% | +43.3% | +60.2% |
| 5Y | +13.3% | +154.3% | -141.0% | -19.5% |
| All | +42.0% | +391.6% | -349.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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