-33.3%
SOFI vs CF
+65.9%
-99.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -3.3% |
| 7D | -2.9% | -0.8% | -2.0% | -2.9% |
| 30D | -4.4% | +14.3% | -18.6% | -2.1% |
| 3M | +5.2% | +27.9% | -22.6% | +8.8% |
| 6M | -7.8% | +25.5% | -33.3% | -10.0% |
| YTD | -33.8% | +81.2% | -115.0% | -45.8% |
| 1Y | -33.3% | +66.5% | -99.8% | -42.2% |
| All | -33.3% | +65.9% | -99.2% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling