-45.7%
SOFI vs CL
+29.8%
-75.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.2% | -0.6% |
| 7D | -4.9% | +3.2% | -8.1% | -3.6% |
| 30D | +8.4% | +8.0% | +0.4% | +12.4% |
| 3M | -16.3% | +7.9% | -24.2% | -13.4% |
| 6M | +0.7% | +14.7% | -14.0% | +7.2% |
| YTD | -41.1% | +29.2% | -70.3% | -34.1% |
| 1Y | -45.7% | +29.5% | -75.2% | -38.8% |
| All | -45.7% | +29.8% | -75.5% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling