+47.6%
SOFI vs SLB
+192.6%
-145.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +5.6% | +0.4% | +5.2% | +5.5% |
| 30D | -2.0% | +13.6% | -15.6% | -6.7% |
| 3M | +9.2% | +1.5% | +7.7% | +7.7% |
| 6M | -4.7% | +23.0% | -27.7% | -13.2% |
| YTD | -31.2% | +51.2% | -82.4% | -42.3% |
| 1Y | -30.6% | +63.5% | -94.1% | -44.0% |
| 3Y | +110.6% | +2.5% | +108.1% | +96.2% |
| 5Y | +16.4% | +139.2% | -122.8% | -15.8% |
| All | +47.6% | +192.6% | -145.0% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling