+33.4%
SOFI vs CL
+33.2%
+0.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.4% | -0.8% | -5.6% | -6.5% |
| 30D | +6.8% | +9.5% | -2.7% | +9.1% |
| 3M | -9.5% | +6.8% | -16.3% | -8.1% |
| 6M | +0.1% | +14.3% | -14.2% | +3.2% |
| YTD | -37.9% | +27.0% | -64.8% | -34.8% |
| 1Y | -47.4% | +26.3% | -73.7% | -44.9% |
| 3Y | +134.4% | +39.3% | +95.2% | +150.4% |
| 5Y | -29.2% | +41.5% | -70.7% | -23.6% |
| All | +33.4% | +33.2% | +0.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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