+110.6%
SOFI vs CF
+76.4%
+34.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +5.6% | -0.9% | +6.6% | +5.7% |
| 30D | -2.0% | +18.1% | -20.1% | -3.7% |
| 3M | +9.2% | +23.4% | -14.2% | +5.7% |
| 6M | -4.7% | +17.1% | -21.8% | -10.0% |
| YTD | -31.2% | +76.2% | -107.4% | -44.3% |
| 1Y | -30.6% | +62.3% | -92.9% | -42.1% |
| 3Y | +110.6% | +71.8% | +38.8% | +59.7% |
| All | +110.6% | +76.4% | +34.3% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling