+94.7%
SOFI vs CEG
+175.4%
-80.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.2% |
| 7D | -2.9% | +1.3% | -4.2% | -3.4% |
| 30D | -4.4% | +8.8% | -13.2% | -7.3% |
| 3M | +5.2% | +17.0% | -11.7% | -0.8% |
| 6M | -7.8% | -8.7% | +1.0% | -6.0% |
| YTD | -33.8% | -16.4% | -17.4% | -31.0% |
| 1Y | -33.3% | -1.8% | -31.5% | -34.5% |
| All | +94.7% | +175.4% | -80.7% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling