+42.0%
SOFI vs CG
+60.2%
-18.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +2.0% |
| 7D | -4.9% | -9.9% | +4.9% | +3.3% |
| 30D | -3.5% | -11.7% | +8.2% | +6.6% |
| 3M | +3.9% | -4.3% | +8.2% | +7.1% |
| 6M | -6.5% | -8.8% | +2.2% | -0.4% |
| YTD | -33.8% | -26.9% | -7.0% | -16.6% |
| 1Y | -33.3% | -35.4% | +2.1% | -7.5% |
| 3Y | +94.6% | +43.0% | +51.6% | +37.3% |
| 5Y | +13.3% | +1.9% | +11.4% | +5.1% |
| All | +42.0% | +60.2% | -18.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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