-45.7%
SOFI vs CFG
+28.3%
-74.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.7% |
| 7D | -4.9% | +3.2% | -8.1% | -6.8% |
| 30D | +8.4% | +5.1% | +3.3% | +5.4% |
| 3M | -16.3% | -11.2% | -5.1% | -10.3% |
| 6M | +0.7% | +9.6% | -8.8% | -5.8% |
| YTD | -41.1% | +15.0% | -56.1% | -46.2% |
| 1Y | -45.7% | +29.9% | -75.5% | -54.9% |
| All | -45.7% | +28.3% | -74.0% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling