+78.9%
SOFI vs CART
+40.2%
+38.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | +8.4% | +19.2% | -10.7% | +2.4% |
| 3M | -16.3% | +17.6% | -33.9% | -20.9% |
| 6M | +0.7% | +47.4% | -46.6% | -11.7% |
| YTD | -41.1% | +30.9% | -72.0% | -47.0% |
| 1Y | -45.7% | +46.0% | -91.7% | -53.1% |
| 3Y | +119.0% | +130.3% | -11.3% | +48.7% |
| All | +78.9% | +40.2% | +38.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling