+158.9%
CAT vs SOFI
+137.5%
+21.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +1.7% | -6.4% | +8.1% | +3.2% |
| 30D | -24.6% | +6.8% | -31.4% | -25.8% |
| 3M | -28.5% | -9.5% | -19.0% | -27.4% |
| 6M | -34.8% | +0.1% | -34.9% | -35.6% |
| YTD | +5.9% | -37.9% | +43.8% | +14.3% |
| 1Y | +6.8% | -47.4% | +54.3% | +18.9% |
| All | +158.9% | +137.5% | +21.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling