+34.2%
SOFI vs CF
+255.0%
-220.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.6% |
| 7D | -2.4% | +4.8% | -7.1% | -3.2% |
| 30D | +3.6% | +9.7% | -6.1% | +1.9% |
| 3M | -9.7% | +1.2% | -10.9% | -10.3% |
| 6M | +3.9% | +7.4% | -3.4% | +1.0% |
| YTD | -37.5% | +60.5% | -98.0% | -46.8% |
| 1Y | -46.4% | +50.7% | -97.1% | -53.7% |
| 3Y | +135.9% | +64.8% | +71.1% | +95.8% |
| 5Y | -19.8% | +115.8% | -135.6% | -41.2% |
| All | +34.2% | +255.0% | -220.8% | -2.9% |
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