+12.5%
SOFI vs CEG
+666.0%
-653.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | -4.9% | +12.1% | -17.0% | -8.8% |
| 30D | +8.4% | +0.2% | +8.2% | +7.9% |
| 3M | -16.3% | +0.7% | -17.0% | -17.5% |
| 6M | +0.7% | +2.2% | -1.5% | -1.8% |
| YTD | -41.1% | -20.3% | -20.8% | -38.1% |
| 1Y | -45.7% | -16.1% | -29.6% | -44.1% |
| 3Y | +119.0% | +134.7% | -15.6% | +48.0% |
| All | +12.5% | +666.0% | -653.5% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling