+10.5%
SOFI vs CL
+27.0%
-16.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.8% |
| 7D | -2.9% | -2.3% | -0.6% | -3.1% |
| 30D | -4.4% | -5.5% | +1.1% | -5.0% |
| 3M | +5.2% | +0.8% | +4.4% | +5.2% |
| 6M | -7.8% | -4.2% | -3.6% | -8.3% |
| YTD | -33.8% | +13.4% | -47.2% | -33.5% |
| 1Y | -33.3% | +7.1% | -40.3% | -32.9% |
| 3Y | +102.7% | +29.0% | +73.7% | +98.0% |
| 5Y | +10.5% | +28.3% | -17.8% | +7.5% |
| All | +10.5% | +27.0% | -16.6% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling