+26.3%
SOFI vs CEG
+678.4%
-652.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -4.9% | -4.8% | -0.2% | -3.2% |
| 30D | -3.5% | +2.3% | -5.8% | -4.3% |
| 3M | +3.9% | +15.6% | -11.7% | -1.7% |
| 6M | -6.5% | -5.0% | -1.5% | -6.1% |
| YTD | -33.8% | -19.0% | -14.8% | -30.2% |
| 1Y | -33.3% | -10.0% | -23.3% | -32.4% |
| 3Y | +94.6% | +163.9% | -69.3% | +26.9% |
| All | +26.3% | +678.4% | -652.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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