+42.0%
SOFI vs CAG
-46.9%
+88.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | -4.9% | -5.7% | +0.7% | -6.1% |
| 30D | -3.5% | -2.4% | -1.0% | -3.9% |
| 3M | +3.9% | +9.8% | -5.9% | +6.3% |
| 6M | -6.5% | -10.8% | +4.3% | -9.0% |
| YTD | -33.8% | -10.8% | -23.0% | -35.4% |
| 1Y | -33.3% | -19.0% | -14.3% | -36.2% |
| 3Y | +94.6% | -39.7% | +134.3% | +74.7% |
| 5Y | +13.3% | -43.0% | +56.3% | +5.9% |
| All | +42.0% | -46.9% | +88.8% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling