+10.5%
SOFI vs CASY
+234.8%
-224.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.2% | +10.5% | +0.7% |
| 7D | -2.9% | -16.5% | +13.7% | +2.5% |
| 30D | -4.4% | -26.4% | +22.0% | +4.7% |
| 3M | +5.2% | -17.3% | +22.5% | +8.5% |
| 6M | -7.8% | -5.2% | -2.6% | -11.4% |
| YTD | -33.8% | +14.1% | -47.9% | -42.1% |
| 1Y | -33.3% | +16.6% | -49.9% | -42.7% |
| 3Y | +102.7% | +163.7% | -61.0% | +12.2% |
| 5Y | +10.5% | +231.3% | -220.9% | -45.9% |
| All | +10.5% | +234.8% | -224.4% | -45.9% |
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