+41.1%
SOFI vs CI
+49.3%
-8.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -7.0% | -1.3% | -5.7% | -6.7% |
| 30D | -4.3% | +3.1% | -7.4% | -5.1% |
| 3M | +8.4% | -4.5% | +13.0% | +9.3% |
| 6M | -5.9% | +8.3% | -14.2% | -8.8% |
| YTD | -34.3% | +3.8% | -38.1% | -35.6% |
| 1Y | -32.6% | -5.0% | -27.5% | -32.7% |
| 3Y | +101.3% | +5.8% | +95.5% | +86.4% |
| 5Y | +12.6% | +50.6% | -38.1% | -18.2% |
| All | +41.1% | +49.3% | -8.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling