+15.4%
SOFI vs CARR
+8.3%
+7.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.4% |
| 7D | -4.9% | -3.8% | -1.2% | -2.3% |
| 30D | -3.5% | -8.9% | +5.5% | +3.3% |
| 3M | +3.9% | -17.3% | +21.2% | +18.4% |
| 6M | -6.5% | -1.4% | -5.1% | -8.9% |
| YTD | -33.8% | +10.0% | -43.8% | -42.0% |
| 1Y | -33.3% | -6.4% | -26.9% | -33.4% |
| 3Y | +94.6% | +1.5% | +93.1% | +72.6% |
| All | +15.4% | +8.3% | +7.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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