-40.8%
SOFI vs CBOE
+39.5%
-80.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.7% |
| 7D | +1.4% | +7.7% | -6.3% | +3.6% |
| 30D | +9.2% | +24.4% | -15.2% | +15.3% |
| 3M | -7.1% | +20.0% | -27.1% | -2.6% |
| 6M | +7.3% | +2.4% | +4.9% | +11.9% |
| YTD | -33.6% | +38.5% | -72.2% | -40.8% |
| 1Y | -40.8% | +39.0% | -79.8% | -47.3% |
| All | -40.8% | +39.5% | -80.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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