+34.2%
SOFI vs CB
+162.2%
-128.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.8% | -2.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | +3.6% | +8.2% | -4.6% | +2.9% |
| 3M | -9.7% | +6.3% | -16.0% | -10.2% |
| 6M | +3.9% | +16.2% | -12.3% | +2.0% |
| YTD | -37.5% | +19.3% | -56.8% | -39.0% |
| 1Y | -46.4% | +29.2% | -75.6% | -48.5% |
| 3Y | +135.9% | +71.4% | +64.4% | +115.3% |
| 5Y | -19.8% | +104.2% | -124.1% | -29.9% |
| All | +34.2% | +162.2% | -128.0% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling