+91.5%
CSCO vs SOFI
-32.9%
+124.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -6.1% |
| 7D | +1.9% | -4.9% | +6.8% | +2.5% |
| 30D | -15.8% | +8.4% | -24.3% | -16.7% |
| 3M | -15.4% | -16.3% | +0.9% | -13.9% |
| 6M | -5.4% | +0.7% | -6.1% | -5.9% |
| YTD | +26.5% | -41.1% | +67.6% | +32.4% |
| 1Y | +25.9% | -45.7% | +71.6% | +32.7% |
| 3Y | +97.5% | +119.0% | -21.5% | +75.6% |
| All | +91.5% | -32.9% | +124.4% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling