+16.4%
SOFI vs OVV
+153.1%
-136.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | +5.6% | -3.7% | +9.4% | +7.0% |
| 30D | -2.0% | +8.0% | -10.0% | -4.8% |
| 3M | +9.2% | +11.3% | -2.1% | +3.7% |
| 6M | -4.7% | +24.0% | -28.7% | -14.5% |
| YTD | -31.2% | +65.3% | -96.5% | -45.3% |
| 1Y | -30.6% | +60.2% | -90.8% | -44.8% |
| 3Y | +110.6% | +46.9% | +63.7% | +70.0% |
| 5Y | +16.4% | +158.7% | -142.3% | -32.0% |
| All | +16.4% | +153.1% | -136.7% | -32.0% |
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