+28.1%
SOFI vs CB
+164.1%
-136.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +2.6% | +7.4% | -4.8% | +1.9% |
| 3M | -12.9% | +8.6% | -21.5% | -13.5% |
| 6M | -1.7% | +16.1% | -17.8% | -3.5% |
| YTD | -40.3% | +20.2% | -60.5% | -41.8% |
| 1Y | -51.5% | +27.2% | -78.7% | -53.2% |
| 3Y | +125.2% | +72.7% | +52.5% | +105.5% |
| 5Y | -31.3% | +105.9% | -137.3% | -40.0% |
| All | +28.1% | +164.1% | -136.0% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling