-32.7%
SOFI vs CFG
+61.7%
-94.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.8% |
| 7D | -4.9% | +3.2% | -8.1% | -7.2% |
| 30D | +8.4% | +5.1% | +3.3% | +4.5% |
| 3M | -16.3% | -11.2% | -5.1% | -8.1% |
| 6M | +0.7% | +9.6% | -8.8% | -7.0% |
| YTD | -41.1% | +15.0% | -56.1% | -48.0% |
| 1Y | -45.7% | +29.9% | -75.5% | -56.7% |
| 3Y | +119.0% | +192.1% | -73.1% | -1.9% |
| All | -32.7% | +61.7% | -94.4% | -57.7% |
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