+119.0%
SOFI vs CHRW
+80.1%
+38.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -4.9% | +7.3% | -12.2% | -6.4% |
| 30D | +8.4% | -3.6% | +12.0% | +9.1% |
| 3M | -16.3% | -9.6% | -6.8% | -15.0% |
| 6M | +0.7% | -17.0% | +17.7% | +2.5% |
| YTD | -41.1% | -15.4% | -25.7% | -40.9% |
| 1Y | -45.7% | -10.0% | -35.7% | -46.5% |
| 3Y | +119.0% | +82.2% | +36.9% | +54.6% |
| All | +119.0% | +80.1% | +38.9% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling