+10.5%
SOFI vs SLB
+139.6%
-129.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | +5.2% | +2.7% | +2.5% | +3.3% |
| 6M | -7.8% | +22.2% | -29.9% | -16.3% |
| YTD | -33.8% | +51.1% | -84.9% | -45.2% |
| 1Y | -33.3% | +63.3% | -96.6% | -47.0% |
| 3Y | +102.7% | +2.4% | +100.3% | +87.2% |
| 5Y | +10.5% | +139.3% | -128.9% | -25.7% |
| All | +10.5% | +139.6% | -129.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling