+49.3%
SOFI vs CF
+286.9%
-237.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.0% |
| 7D | +0.9% | +6.0% | -5.1% | -0.2% |
| 30D | -0.2% | +14.8% | -15.0% | -2.7% |
| 3M | +6.2% | +14.1% | -7.8% | +3.1% |
| 6M | -2.6% | +28.5% | -31.1% | -10.7% |
| YTD | -30.4% | +74.9% | -105.4% | -41.4% |
| 1Y | -28.2% | +61.7% | -89.9% | -38.3% |
| 3Y | +107.3% | +80.3% | +27.0% | +69.9% |
| 5Y | +20.2% | +226.0% | -205.8% | -21.2% |
| All | +49.3% | +286.9% | -237.5% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling