+108.4%
CSCO vs SOFI
+100.3%
+8.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.8% |
| 7D | 0.0% | -2.9% | +2.8% | +0.4% |
| 30D | -10.7% | -4.4% | -6.4% | -10.3% |
| 3M | -8.7% | +5.2% | -14.0% | -9.8% |
| 6M | +44.9% | -7.8% | +52.7% | +45.0% |
| YTD | +44.1% | -33.8% | +77.9% | +50.8% |
| 1Y | +65.9% | -33.3% | +99.1% | +71.4% |
| All | +108.4% | +100.3% | +8.0% | +72.5% |
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