+102.4%
SOFI vs CAPR
+43.6%
+58.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -1.1% |
| 7D | +5.6% | -9.5% | +15.1% | +5.7% |
| 30D | -2.0% | +121.5% | -123.5% | -2.5% |
| 3M | +9.2% | -65.4% | +74.5% | +9.5% |
| 6M | -4.7% | -67.5% | +62.8% | -4.4% |
| YTD | -31.2% | -68.6% | +37.4% | -31.0% |
| 1Y | -30.6% | +42.7% | -73.3% | -32.4% |
| All | +102.4% | +43.6% | +58.8% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling