+397.2%
CAT vs SOFI
+37.6%
+359.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.6% |
| 7D | +0.6% | -4.9% | +5.5% | +1.2% |
| 30D | -4.3% | -3.5% | -0.9% | -4.0% |
| 3M | -8.6% | +3.9% | -12.5% | -9.2% |
| 6M | +16.1% | -6.5% | +22.6% | +16.3% |
| YTD | +43.8% | -33.8% | +77.6% | +49.1% |
| 1Y | +91.5% | -33.3% | +124.7% | +97.4% |
| 3Y | +202.7% | +94.6% | +108.1% | +174.7% |
| 5Y | +335.1% | +13.3% | +321.9% | +285.8% |
| All | +397.2% | +37.6% | +359.7% | +340.8% |
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