+15.4%
SOFI vs CHD
+20.9%
-5.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.7% |
| 7D | -4.9% | -4.5% | -0.5% | -5.4% |
| 30D | -3.5% | -6.7% | +3.3% | -4.2% |
| 3M | +3.9% | -2.7% | +6.6% | +3.7% |
| 6M | -6.5% | -4.9% | -1.6% | -6.9% |
| YTD | -33.8% | +13.3% | -47.2% | -33.1% |
| 1Y | -33.3% | +1.0% | -34.3% | -32.9% |
| 3Y | +94.6% | +1.3% | +93.3% | +93.8% |
| All | +15.4% | +20.9% | -5.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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