+42.0%
SOFI vs CG
+66.9%
-24.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -0.5% |
| 7D | -2.9% | -6.4% | +3.6% | +2.5% |
| 30D | -4.4% | -7.1% | +2.7% | +1.4% |
| 3M | +5.2% | -1.6% | +6.8% | +6.2% |
| 6M | -7.8% | -8.3% | +0.6% | -2.1% |
| YTD | -33.8% | -23.8% | -10.0% | -19.2% |
| 1Y | -33.3% | -28.7% | -4.5% | -14.8% |
| 3Y | +102.7% | +49.2% | +53.5% | +38.4% |
| 5Y | +10.5% | +5.5% | +4.9% | -0.5% |
| All | +42.0% | +66.9% | -24.8% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling