-47.4%
SOFI vs OVV
+65.7%
-113.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | +0.2% |
| 7D | -6.4% | +1.2% | -7.6% | -6.1% |
| 30D | +6.8% | -2.5% | +9.4% | +6.2% |
| 3M | -9.5% | +0.5% | -10.0% | -9.2% |
| 6M | +0.1% | +8.5% | -8.4% | +3.6% |
| YTD | -37.9% | +64.5% | -102.3% | -35.4% |
| 1Y | -47.4% | +64.7% | -112.1% | -44.8% |
| All | -47.4% | +65.7% | -113.1% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling