+26.4%
SOFI vs SLB
+164.8%
-138.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | -4.9% | +3.5% | -8.4% | -6.0% |
| 30D | +8.4% | +6.5% | +1.9% | +6.0% |
| 3M | -16.3% | -0.2% | -16.1% | -16.7% |
| 6M | +0.7% | -5.7% | +6.4% | +1.5% |
| YTD | -41.1% | +36.8% | -77.9% | -49.0% |
| 1Y | -45.7% | +45.8% | -91.5% | -54.3% |
| 3Y | +119.0% | +3.4% | +115.7% | +105.0% |
| 5Y | -32.2% | +76.1% | -108.4% | -46.8% |
| All | +26.4% | +164.8% | -138.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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