+42.0%
SOFI vs CIEN
+560.3%
-518.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.8% | -1.1% |
| 7D | -4.9% | +8.9% | -13.8% | -8.2% |
| 30D | -3.5% | -19.1% | +15.6% | +4.2% |
| 3M | +3.9% | -21.5% | +25.4% | +11.4% |
| 6M | -6.5% | +2.8% | -9.4% | -15.8% |
| YTD | -33.8% | +49.5% | -83.3% | -52.6% |
| 1Y | -33.3% | +163.8% | -197.1% | -65.1% |
| 3Y | +94.6% | +615.8% | -521.2% | -43.9% |
| 5Y | +13.3% | +548.4% | -535.1% | -66.0% |
| All | +42.0% | +560.3% | -518.3% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling