+49.3%
SOFI vs CI
+49.3%
0.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | -0.2% | +4.4% | -4.6% | -1.3% |
| 3M | +6.2% | +0.7% | +5.6% | +5.6% |
| 6M | -2.6% | +0.3% | -2.9% | -3.5% |
| YTD | -30.4% | +3.8% | -34.2% | -31.8% |
| 1Y | -28.2% | -5.5% | -22.7% | -28.2% |
| 3Y | +107.3% | +8.1% | +99.2% | +90.0% |
| 5Y | +20.2% | +42.8% | -22.6% | -9.5% |
| All | +49.3% | +49.3% | 0.0% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling