-40.8%
SOFI vs CIEN
+49.1%
-90.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.3% | +12.9% | +5.0% |
| 7D | +1.4% | -25.0% | +26.4% | +5.7% |
| 30D | +9.2% | -30.1% | +39.3% | +14.7% |
| 3M | -7.1% | -33.8% | +26.7% | -1.8% |
| 6M | +7.3% | -49.4% | +56.7% | +14.5% |
| YTD | -33.6% | +16.4% | -50.0% | -39.9% |
| 1Y | -40.8% | +48.9% | -89.7% | -56.9% |
| All | -40.8% | +49.1% | -90.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling