+26.4%
SOFI vs CB
+166.9%
-140.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -4.9% | +2.9% | -7.8% | -5.1% |
| 30D | +8.4% | +7.3% | +1.1% | +7.8% |
| 3M | -16.3% | +9.4% | -25.7% | -17.0% |
| 6M | +0.7% | +19.6% | -18.9% | -1.5% |
| YTD | -41.1% | +21.5% | -62.6% | -42.6% |
| 1Y | -45.7% | +28.0% | -73.7% | -47.6% |
| 3Y | +119.0% | +74.9% | +44.2% | +99.6% |
| 5Y | -32.2% | +108.1% | -140.4% | -40.9% |
| All | +26.4% | +166.9% | -140.5% | +17.4% |
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 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