+94.6%
SOFI vs CAH
+176.8%
-82.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.6% |
| 7D | -4.9% | -5.1% | +0.2% | -5.0% |
| 30D | -3.5% | +0.2% | -3.6% | -3.4% |
| 3M | +3.9% | +6.3% | -2.4% | +4.1% |
| 6M | -6.5% | +9.4% | -15.9% | -6.3% |
| YTD | -33.8% | +15.0% | -48.8% | -33.4% |
| 1Y | -33.3% | +55.4% | -88.7% | -33.2% |
| 3Y | +94.6% | +173.8% | -79.2% | +104.4% |
| All | +94.6% | +176.8% | -82.2% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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