+34.2%
SOFI vs CL
+33.3%
+0.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.2% |
| 7D | -2.4% | +2.6% | -5.0% | -1.9% |
| 30D | +3.6% | +11.8% | -8.2% | +6.3% |
| 3M | -9.7% | +5.9% | -15.6% | -8.4% |
| 6M | +3.9% | +13.3% | -9.4% | +7.1% |
| YTD | -37.5% | +27.1% | -64.6% | -34.4% |
| 1Y | -46.4% | +28.0% | -74.4% | -43.7% |
| 3Y | +135.9% | +39.4% | +96.5% | +151.9% |
| 5Y | -19.8% | +40.8% | -60.6% | -14.1% |
| All | +34.2% | +33.3% | +0.9% | +23.3% |
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