+42.0%
SOFI vs CAPR
+146.2%
-104.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -4.9% | -11.0% | +6.0% | -4.7% |
| 30D | -3.5% | +99.8% | -103.2% | -5.4% |
| 3M | +3.9% | -66.6% | +70.5% | +4.9% |
| 6M | -6.5% | -75.1% | +68.5% | -4.9% |
| YTD | -33.8% | -71.0% | +37.2% | -33.1% |
| 1Y | -33.3% | +30.0% | -63.3% | -39.9% |
| 3Y | +94.6% | +29.0% | +65.6% | +40.1% |
| 5Y | +13.3% | +70.8% | -57.5% | -33.6% |
| All | +42.0% | +146.2% | -104.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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