+135.9%
SOFI vs CL
+39.6%
+96.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.2% |
| 7D | -2.4% | +2.6% | -5.0% | -1.8% |
| 30D | +3.6% | +11.8% | -8.2% | +6.8% |
| 3M | -9.7% | +5.9% | -15.6% | -8.1% |
| 6M | +3.9% | +13.3% | -9.4% | +7.6% |
| YTD | -37.5% | +27.1% | -64.6% | -34.2% |
| 1Y | -46.4% | +28.0% | -74.4% | -43.5% |
| 3Y | +135.9% | +39.4% | +96.5% | +114.4% |
| All | +135.9% | +39.6% | +96.3% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling