+15.4%
SOFI vs CELH
-10.8%
+26.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -4.9% | -11.2% | +6.3% | -1.3% |
| 30D | -3.5% | -1.4% | -2.0% | -3.3% |
| 3M | +3.9% | -4.2% | +8.1% | +3.3% |
| 6M | -6.5% | -40.5% | +33.9% | +7.7% |
| YTD | -33.8% | -40.5% | +6.6% | -24.7% |
| 1Y | -33.3% | -53.0% | +19.7% | -18.8% |
| 3Y | +94.6% | -59.1% | +153.7% | +123.8% |
| All | +15.4% | -10.8% | +26.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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