+15.4%
SOFI vs CAH
+393.5%
-378.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | -4.9% | -5.1% | +0.2% | -4.3% |
| 30D | -3.5% | +0.2% | -3.6% | -3.5% |
| 3M | +3.9% | +6.3% | -2.4% | +3.2% |
| 6M | -6.5% | +9.4% | -15.9% | -7.5% |
| YTD | -33.8% | +15.0% | -48.8% | -35.1% |
| 1Y | -33.3% | +55.4% | -88.7% | -38.0% |
| 3Y | +94.6% | +173.8% | -79.2% | +57.1% |
| All | +15.4% | +393.5% | -378.1% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling