+265.5%
CAT vs SOFI
+22.5%
+243.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +7.4% | -4.9% | +12.3% | +8.1% |
| 30D | -19.7% | +8.4% | -28.1% | -20.5% |
| 3M | -29.6% | -16.3% | -13.3% | -28.3% |
| 6M | -33.2% | +0.7% | -33.9% | -33.6% |
| YTD | +5.7% | -41.1% | +46.8% | +10.9% |
| 1Y | +9.3% | -45.7% | +55.0% | +15.6% |
| 3Y | +158.3% | +119.0% | +39.3% | +133.8% |
| 5Y | +211.6% | -32.2% | +243.8% | +182.1% |
| All | +265.5% | +22.5% | +243.0% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling