+116.4%
SOFI vs CART
+112.9%
+3.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -3.3% | +3.0% | -6.2% | -4.1% |
| 30D | +3.5% | +28.6% | -25.0% | -5.3% |
| 3M | -10.4% | +29.1% | -39.5% | -18.5% |
| 6M | -0.6% | +44.7% | -45.3% | -13.5% |
| YTD | -38.1% | +29.2% | -67.3% | -44.5% |
| 1Y | -40.3% | +66.2% | -106.5% | -51.9% |
| 3Y | +116.4% | +112.8% | +3.6% | +33.3% |
| All | +116.4% | +112.9% | +3.5% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling