-32.7%
SOFI vs CASY
+266.7%
-299.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -4.9% | +3.6% | -8.4% | -5.8% |
| 30D | +8.4% | +9.1% | -0.6% | +5.4% |
| 3M | -16.3% | -16.5% | +0.2% | -12.2% |
| 6M | +0.7% | -19.7% | +20.4% | +6.3% |
| YTD | -41.1% | +29.3% | -70.4% | -50.6% |
| 1Y | -45.7% | +33.1% | -78.8% | -55.3% |
| 3Y | +119.0% | +158.5% | -39.5% | +25.3% |
| All | -32.7% | +266.7% | -299.4% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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