+93.4%
SOFI vs CAG
-39.3%
+132.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -1.0% |
| 7D | -7.0% | -5.9% | -1.1% | -7.6% |
| 30D | -4.3% | -1.5% | -2.7% | -4.5% |
| 3M | +8.4% | +11.5% | -3.0% | +9.9% |
| 6M | -5.9% | -15.7% | +9.8% | -8.2% |
| YTD | -34.3% | -10.2% | -24.1% | -35.4% |
| 1Y | -32.6% | -18.1% | -14.5% | -34.2% |
| All | +93.4% | -39.3% | +132.6% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling