+32.9%
SOFI vs CF
+246.4%
-213.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -3.3% | -3.2% | -0.1% | -2.9% |
| 30D | +3.5% | +4.3% | -0.8% | +2.6% |
| 3M | -10.4% | +2.8% | -13.2% | -11.5% |
| 6M | -0.6% | +0.6% | -1.2% | -2.2% |
| YTD | -38.1% | +56.6% | -94.7% | -47.1% |
| 1Y | -40.3% | +49.6% | -89.9% | -48.4% |
| 3Y | +116.4% | +61.5% | +54.9% | +80.1% |
| 5Y | -28.2% | +124.0% | -152.1% | -48.3% |
| All | +32.9% | +246.4% | -213.5% | -3.5% |
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