+42.0%
SOFI vs CIEN
+538.5%
-496.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.4% |
| 7D | -2.9% | -4.6% | +1.7% | -1.6% |
| 30D | -4.4% | -12.8% | +8.5% | -0.2% |
| 3M | +5.2% | -23.1% | +28.3% | +13.8% |
| 6M | -7.8% | +6.1% | -13.9% | -18.4% |
| YTD | -33.8% | +44.5% | -78.3% | -51.9% |
| 1Y | -33.3% | +176.6% | -209.9% | -66.2% |
| 3Y | +102.7% | +601.0% | -498.3% | -41.1% |
| 5Y | +10.5% | +509.1% | -498.7% | -66.1% |
| All | +42.0% | +538.5% | -496.4% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling