-40.8%
SOFI vs CAG
-6.8%
-34.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.3% | +4.2% |
| 7D | +1.4% | +9.7% | -8.3% | +2.4% |
| 30D | +9.2% | +15.8% | -6.6% | +10.7% |
| 3M | -7.1% | +1.8% | -8.9% | -6.9% |
| 6M | +7.3% | +11.5% | -4.2% | +8.4% |
| YTD | -33.6% | -6.7% | -26.9% | -37.2% |
| 1Y | -40.8% | -5.6% | -35.2% | -45.0% |
| All | -40.8% | -6.8% | -34.0% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling