+10.5%
SOFI vs C
+133.6%
-123.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.5% |
| 7D | -2.9% | +2.6% | -5.4% | -5.3% |
| 30D | -4.4% | +1.9% | -6.3% | -6.3% |
| 3M | +5.2% | +2.8% | +2.4% | +1.9% |
| 6M | -7.8% | +30.6% | -38.3% | -29.7% |
| YTD | -33.8% | +19.9% | -53.7% | -45.3% |
| 1Y | -33.3% | +44.6% | -77.8% | -54.2% |
| 3Y | +102.7% | +272.1% | -169.4% | -44.1% |
| 5Y | +10.5% | +132.0% | -121.5% | -54.0% |
| All | +10.5% | +133.6% | -123.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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