-31.3%
SOFI vs CAPR
+192.6%
-223.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.7% | +4.8% | -3.8% |
| 7D | -2.6% | +19.1% | -21.6% | -2.9% |
| 30D | +2.6% | +48.8% | -46.3% | +1.8% |
| 3M | -12.9% | +144.4% | -157.3% | -14.3% |
| 6M | -1.7% | -67.5% | +65.8% | -1.2% |
| YTD | -40.3% | -64.5% | +24.2% | -40.1% |
| 1Y | -51.5% | +74.4% | -125.9% | -54.8% |
| 3Y | +125.2% | +265.7% | -140.5% | +61.8% |
| 5Y | -31.3% | +196.0% | -227.3% | -58.1% |
| All | -31.3% | +192.6% | -223.9% | -58.1% |
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