-51.5%
SOFI vs CB
+28.2%
-79.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -3.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.5% |
| 30D | +2.6% | +7.4% | -4.8% | +6.4% |
| 3M | -12.9% | +8.6% | -21.5% | -9.1% |
| 6M | -1.7% | +16.1% | -17.8% | +7.1% |
| YTD | -40.3% | +20.2% | -60.5% | -33.2% |
| 1Y | -51.5% | +27.2% | -78.7% | -41.7% |
| All | -51.5% | +28.2% | -79.7% | -41.7% |
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