+12.6%
SOFI vs CG
+2.7%
+9.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.2% |
| 7D | -7.0% | -9.8% | +2.8% | +1.2% |
| 30D | -4.3% | -10.3% | +6.0% | +4.6% |
| 3M | +8.4% | -1.7% | +10.1% | +9.4% |
| 6M | -5.9% | -9.8% | +3.9% | +1.3% |
| YTD | -34.3% | -25.6% | -8.7% | -18.0% |
| 1Y | -32.6% | -32.5% | 0.0% | -9.4% |
| 3Y | +101.3% | +45.6% | +55.6% | +37.8% |
| 5Y | +12.6% | +3.7% | +8.9% | +7.2% |
| All | +12.6% | +2.7% | +9.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling