-32.7%
SOFI vs CHRW
+58.8%
-91.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -4.9% | +7.3% | -12.2% | -6.9% |
| 30D | +8.4% | -3.6% | +12.0% | +9.3% |
| 3M | -16.3% | -9.6% | -6.8% | -14.5% |
| 6M | +0.7% | -17.0% | +17.7% | +3.5% |
| YTD | -41.1% | -15.4% | -25.7% | -40.7% |
| 1Y | -45.7% | -10.0% | -35.7% | -46.6% |
| 3Y | +119.0% | +82.2% | +36.9% | +52.0% |
| All | -32.7% | +58.8% | -91.5% | -47.6% |
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 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