-33.3%
SOFI vs SLB
+62.2%
-95.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -2.9% | -1.9% | -1.0% | -2.6% |
| 30D | -4.4% | +7.8% | -12.2% | -5.4% |
| 3M | +5.2% | +2.7% | +2.5% | +5.7% |
| 6M | -7.8% | +22.2% | -29.9% | -11.5% |
| YTD | -33.8% | +51.1% | -84.9% | -39.6% |
| 1Y | -33.3% | +63.3% | -96.6% | -43.2% |
| All | -33.3% | +62.2% | -95.5% | -43.2% |
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