+42.0%
SOFI vs SLB
+192.4%
-150.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | -4.4% | +7.8% | -12.2% | -7.1% |
| 3M | +5.2% | +2.7% | +2.5% | +3.4% |
| 6M | -7.8% | +22.2% | -29.9% | -15.8% |
| YTD | -33.8% | +51.1% | -84.9% | -44.5% |
| 1Y | -33.3% | +63.3% | -96.6% | -46.1% |
| 3Y | +102.7% | +2.4% | +100.3% | +88.9% |
| 5Y | +10.5% | +139.3% | -128.9% | -20.1% |
| All | +42.0% | +192.4% | -150.3% | -6.8% |
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