+154.7%
CSCO vs SOFI
+22.5%
+132.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -6.1% |
| 7D | +1.9% | -4.9% | +6.8% | +2.3% |
| 30D | -15.8% | +8.4% | -24.3% | -16.4% |
| 3M | -15.4% | -16.3% | +0.9% | -14.3% |
| 6M | -5.4% | +0.7% | -6.1% | -5.7% |
| YTD | +26.5% | -41.1% | +67.6% | +30.7% |
| 1Y | +25.9% | -45.7% | +71.6% | +30.7% |
| 3Y | +97.5% | +119.0% | -21.5% | +83.3% |
| 5Y | +93.0% | -32.2% | +125.3% | +77.5% |
| All | +154.7% | +22.5% | +132.3% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling