+47.6%
SOFI vs CIFR
+85.8%
-38.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -2.1% |
| 7D | +5.6% | +26.7% | -21.1% | +0.3% |
| 30D | -2.0% | +7.7% | -9.8% | -4.4% |
| 3M | +9.2% | -23.8% | +32.9% | +11.6% |
| 6M | -4.7% | +35.9% | -40.6% | -16.1% |
| YTD | -31.2% | +25.4% | -56.6% | -39.3% |
| 1Y | -30.6% | +139.8% | -170.4% | -48.8% |
| 3Y | +110.6% | +515.0% | -404.3% | +6.0% |
| 5Y | +16.4% | +52.1% | -35.7% | -41.5% |
| All | +47.6% | +85.8% | -38.1% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling