+94.6%
SOFI vs CLBK
+52.2%
+42.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.9% | -1.5% | -3.5% | -4.0% |
| 30D | -3.5% | -1.0% | -2.4% | -2.8% |
| 3M | +3.9% | +22.9% | -19.0% | -10.1% |
| 6M | -6.5% | +44.2% | -50.7% | -27.5% |
| YTD | -33.8% | +64.0% | -97.8% | -53.5% |
| 1Y | -33.3% | +65.7% | -99.0% | -53.8% |
| 3Y | +94.6% | +54.1% | +40.6% | +43.4% |
| All | +94.6% | +52.2% | +42.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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