+31.4%
SOFI vs CEG
+717.5%
-686.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.6% | +6.7% | -1.1% | +3.1% |
| 30D | -2.0% | +11.0% | -13.0% | -5.7% |
| 3M | +9.2% | +19.5% | -10.3% | +2.0% |
| 6M | -4.7% | -5.9% | +1.1% | -4.0% |
| YTD | -31.2% | -15.0% | -16.2% | -28.7% |
| 1Y | -30.6% | +0.6% | -31.3% | -32.6% |
| 3Y | +110.6% | +180.6% | -70.0% | +34.3% |
| All | +31.4% | +717.5% | -686.2% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling