-40.8%
SOFI vs CB
+34.9%
-75.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.6% | +4.5% |
| 7D | +1.4% | +5.3% | -3.9% | +3.7% |
| 30D | +9.2% | +13.2% | -4.0% | +15.7% |
| 3M | -7.1% | +7.8% | -14.8% | -3.8% |
| 6M | +7.3% | +15.8% | -8.5% | +15.7% |
| YTD | -33.6% | +21.0% | -54.6% | -26.7% |
| 1Y | -40.8% | +32.2% | -73.0% | -31.4% |
| All | -40.8% | +34.9% | -75.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling