+12.6%
SOFI vs CIFR
+21.7%
-9.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | +0.5% |
| 7D | -7.0% | -8.2% | +1.2% | -5.4% |
| 30D | -4.3% | -7.4% | +3.1% | -3.6% |
| 3M | +8.4% | -24.2% | +32.6% | +11.0% |
| 6M | -5.9% | +14.2% | -20.1% | -14.0% |
| YTD | -34.3% | +8.0% | -42.3% | -40.2% |
| 1Y | -32.6% | +55.5% | -88.1% | -45.1% |
| 3Y | +101.3% | +429.6% | -328.3% | +5.1% |
| 5Y | +12.6% | +20.8% | -8.2% | -46.5% |
| All | +12.6% | +21.7% | -9.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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