+10.5%
SOFI vs CFG
+99.7%
-89.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.4% |
| 30D | -4.4% | -4.5% | +0.2% | -0.9% |
| 3M | +5.2% | +6.3% | -1.1% | -0.2% |
| 6M | -7.8% | +20.6% | -28.4% | -21.2% |
| YTD | -33.8% | +21.2% | -55.0% | -44.0% |
| 1Y | -33.3% | +38.2% | -71.5% | -49.2% |
| 3Y | +102.7% | +185.9% | -83.2% | -8.4% |
| 5Y | +10.5% | +97.0% | -86.5% | -39.0% |
| All | +10.5% | +99.7% | -89.2% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling