+15.4%
SOFI vs CIEN
+544.2%
-528.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 3M | +3.9% | -21.5% | +25.4% | +11.5% |
| 6M | -6.5% | +2.8% | -9.4% | -16.1% |
| YTD | -33.8% | +49.5% | -83.3% | -53.0% |
| 1Y | -33.3% | +163.8% | -197.1% | -65.8% |
| 3Y | +94.6% | +615.8% | -521.2% | -46.6% |
| All | +15.4% | +544.2% | -528.8% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling