+42.0%
SOFI vs CHRW
+85.7%
-43.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -4.9% | +3.5% | -8.4% | -5.9% |
| 30D | -3.5% | +4.6% | -8.0% | -4.8% |
| 3M | +3.9% | -19.7% | +23.6% | +9.5% |
| 6M | -6.5% | -12.4% | +5.9% | -4.8% |
| YTD | -33.8% | -3.9% | -29.9% | -35.2% |
| 1Y | -33.3% | +18.4% | -51.7% | -39.8% |
| 3Y | +94.6% | +88.8% | +5.8% | +44.3% |
| 5Y | +13.3% | +93.5% | -80.3% | -10.4% |
| All | +42.0% | +85.7% | -43.8% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling