-40.8%
SOFI vs CHRW
-10.6%
-30.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.4% | +4.9% | -3.5% | +0.7% |
| 30D | +9.2% | -4.8% | +14.0% | +9.7% |
| 3M | -7.1% | -13.1% | +6.1% | -5.6% |
| 6M | +7.3% | -16.3% | +23.6% | +5.6% |
| YTD | -33.6% | -15.8% | -17.8% | -45.8% |
| 1Y | -40.8% | -11.1% | -29.7% | -56.9% |
| All | -40.8% | -10.6% | -30.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling