+8.9%
CAT vs SOFI
-40.7%
+49.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.9% | -6.0% |
| 7D | -17.1% | +1.4% | -18.5% | -17.4% |
| 30D | -30.1% | +9.2% | -39.3% | -31.6% |
| 3M | -32.4% | -7.1% | -25.3% | -31.6% |
| 6M | -32.1% | +7.3% | -39.4% | -34.1% |
| YTD | +4.1% | -33.6% | +37.7% | +9.8% |
| 1Y | +8.9% | -40.8% | +49.7% | +16.7% |
| All | +8.9% | -40.7% | +49.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 SOFI 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