-29.2%
SOFI vs OVV
+104.2%
-133.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.6% |
| 7D | -6.4% | +1.2% | -7.6% | -6.7% |
| 30D | +6.8% | -2.5% | +9.4% | +7.1% |
| 3M | -9.5% | +0.5% | -10.0% | -10.6% |
| 6M | +0.1% | +8.5% | -8.4% | -4.9% |
| YTD | -37.9% | +64.5% | -102.3% | -50.8% |
| 1Y | -47.4% | +64.7% | -112.1% | -58.6% |
| 3Y | +134.4% | +54.1% | +80.3% | +85.5% |
| 5Y | -29.2% | +95.4% | -124.6% | -51.9% |
| All | -29.2% | +104.2% | -133.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling