+42.0%
SOFI vs CF
+300.7%
-258.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.2% |
| 7D | -2.9% | -0.8% | -2.0% | -2.8% |
| 30D | -4.4% | +14.3% | -18.6% | -6.6% |
| 3M | +5.2% | +27.9% | -22.6% | -0.2% |
| 6M | -7.8% | +25.5% | -33.3% | -14.5% |
| YTD | -33.8% | +81.2% | -115.0% | -44.6% |
| 1Y | -33.3% | +66.5% | -99.8% | -42.9% |
| 3Y | +102.7% | +76.7% | +26.0% | +67.3% |
| 5Y | +10.5% | +237.8% | -227.4% | -28.0% |
| All | +42.0% | +300.7% | -258.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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