+49.3%
SOFI vs CL
+19.9%
+29.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.9% |
| 7D | +0.9% | -2.2% | +3.1% | +0.4% |
| 30D | -0.2% | -4.8% | +4.7% | -1.2% |
| 3M | +6.2% | +4.9% | +1.3% | +7.3% |
| 6M | -2.6% | -5.7% | +3.1% | -3.8% |
| YTD | -30.4% | +14.4% | -44.8% | -28.7% |
| 1Y | -28.2% | +8.7% | -37.0% | -26.7% |
| 3Y | +107.3% | +30.0% | +77.3% | +117.6% |
| 5Y | +20.2% | +28.4% | -8.2% | +27.6% |
| All | +49.3% | +19.9% | +29.4% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling