-45.7%
SOFI vs CAPR
+63.5%
-109.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -1.4% |
| 7D | -4.9% | +5.9% | -10.8% | -4.8% |
| 30D | +8.4% | +44.6% | -36.2% | +8.6% |
| 3M | -16.3% | +126.4% | -142.7% | -15.9% |
| 6M | +0.7% | -68.6% | +69.3% | +0.6% |
| YTD | -41.1% | -67.0% | +25.9% | -41.2% |
| 1Y | -45.7% | +65.2% | -110.8% | -44.5% |
| All | -45.7% | +63.5% | -109.1% | -44.5% |
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