-33.3%
SOFI vs CAPR
+37.0%
-70.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -4.9% | -11.0% | +6.0% | -5.0% |
| 30D | -3.5% | +99.8% | -103.2% | -3.0% |
| 3M | +3.9% | -66.6% | +70.5% | +3.8% |
| 6M | -6.5% | -75.1% | +68.5% | -6.7% |
| YTD | -33.8% | -71.0% | +37.2% | -33.9% |
| 1Y | -33.3% | +30.0% | -63.3% | -29.0% |
| All | -33.3% | +37.0% | -70.3% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling