+10.5%
SOFI vs CAPR
+76.3%
-65.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.9% | -3.7% |
| 7D | -2.9% | -12.6% | +9.8% | -2.7% |
| 30D | -4.4% | +124.4% | -128.8% | -5.8% |
| 3M | +5.2% | -66.8% | +72.0% | +5.9% |
| 6M | -7.8% | -71.8% | +64.0% | -6.9% |
| YTD | -33.8% | -70.1% | +36.3% | -33.3% |
| 1Y | -33.3% | +33.3% | -66.6% | -37.7% |
| 3Y | +102.7% | +36.7% | +66.0% | +57.6% |
| 5Y | +10.5% | +72.5% | -62.0% | -28.4% |
| All | +10.5% | +76.3% | -65.9% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling