+26.4%
SOFI vs CFG
+130.6%
-104.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.8% |
| 7D | -4.9% | +3.2% | -8.1% | -7.0% |
| 30D | +8.4% | +5.1% | +3.3% | +4.8% |
| 3M | -16.3% | -11.2% | -5.1% | -8.7% |
| 6M | +0.7% | +9.6% | -8.8% | -6.4% |
| YTD | -41.1% | +15.0% | -56.1% | -47.4% |
| 1Y | -45.7% | +29.9% | -75.5% | -55.8% |
| 3Y | +119.0% | +192.1% | -73.1% | +5.9% |
| 5Y | -32.2% | +62.3% | -94.5% | -55.3% |
| All | +26.4% | +130.6% | -104.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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