-45.7%
SOFI vs SLB
+46.1%
-91.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -4.9% | +3.5% | -8.4% | -5.4% |
| 30D | +8.4% | +6.5% | +1.9% | +7.6% |
| 3M | -16.3% | -0.2% | -16.1% | -16.4% |
| 6M | +0.7% | -5.7% | +6.4% | +2.5% |
| YTD | -41.1% | +36.8% | -77.9% | -46.8% |
| 1Y | -45.7% | +45.8% | -91.5% | -51.0% |
| All | -45.7% | +46.1% | -91.8% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling