+49.3%
SOFI vs C
+171.4%
-122.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | +0.9% | +3.6% | -2.7% | -2.3% |
| 30D | -0.2% | +0.1% | -0.2% | -0.4% |
| 3M | +6.2% | +2.4% | +3.8% | +3.7% |
| 6M | -2.6% | +24.9% | -27.5% | -20.9% |
| YTD | -30.4% | +19.8% | -50.2% | -41.4% |
| 1Y | -28.2% | +44.9% | -73.1% | -49.0% |
| 3Y | +107.3% | +263.0% | -155.7% | -31.4% |
| 5Y | +20.2% | +129.5% | -109.3% | -48.8% |
| All | +49.3% | +171.4% | -122.0% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling