+15.4%
SOFI vs CGNX
-25.4%
+40.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -1.6% |
| 7D | -4.9% | +3.2% | -8.1% | -6.6% |
| 30D | -3.5% | +6.0% | -9.5% | -6.8% |
| 3M | +3.9% | +3.5% | +0.4% | +0.9% |
| 6M | -6.5% | +26.3% | -32.8% | -19.2% |
| YTD | -33.8% | +79.2% | -113.1% | -57.4% |
| 1Y | -33.3% | +43.8% | -77.1% | -50.5% |
| 3Y | +94.6% | +52.0% | +42.7% | +27.2% |
| All | +15.4% | -25.4% | +40.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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