+13.3%
SOFI vs CHRW
+91.5%
-78.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -2.9% | +4.1% | -6.9% | -4.1% |
| 30D | -4.4% | +1.9% | -6.3% | -5.1% |
| 3M | +5.2% | -21.2% | +26.4% | +12.3% |
| 6M | -7.8% | -16.7% | +8.9% | -4.1% |
| YTD | -33.8% | -5.4% | -28.4% | -35.2% |
| 1Y | -33.3% | +21.2% | -54.4% | -41.6% |
| 3Y | +102.7% | +86.5% | +16.2% | +42.2% |
| All | +13.3% | +91.5% | -78.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling