+42.0%
SOFI vs CAH
+404.9%
-362.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.9% | -2.2% | -0.6% | -2.5% |
| 30D | -4.4% | +1.2% | -5.5% | -4.5% |
| 3M | +5.2% | +13.1% | -7.9% | +3.4% |
| 6M | -7.8% | +8.5% | -16.2% | -8.9% |
| YTD | -33.8% | +17.6% | -51.4% | -35.6% |
| 1Y | -33.3% | +60.7% | -93.9% | -39.1% |
| 3Y | +102.7% | +183.2% | -80.5% | +59.0% |
| 5Y | +10.5% | +402.2% | -391.7% | -30.6% |
| All | +42.0% | +404.9% | -362.9% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling