+93.4%
SOFI vs CBRE
+61.2%
+32.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.3% |
| 7D | -7.0% | -7.2% | +0.2% | -1.1% |
| 30D | -4.3% | -6.4% | +2.1% | +0.6% |
| 3M | +8.4% | +2.9% | +5.5% | +3.8% |
| 6M | -5.9% | +2.5% | -8.4% | -10.1% |
| YTD | -34.3% | -14.2% | -20.1% | -27.7% |
| 1Y | -32.6% | -15.1% | -17.4% | -25.3% |
| All | +93.4% | +61.2% | +32.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling