+15.4%
SOFI vs CLBK
+43.5%
-28.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.9% | -1.5% | -3.5% | -4.2% |
| 30D | -3.5% | -1.0% | -2.4% | -2.9% |
| 3M | +3.9% | +22.9% | -19.0% | -8.0% |
| 6M | -6.5% | +44.2% | -50.7% | -24.3% |
| YTD | -33.8% | +64.0% | -97.8% | -50.5% |
| 1Y | -33.3% | +65.7% | -99.0% | -50.7% |
| 3Y | +94.6% | +54.1% | +40.6% | +49.9% |
| All | +15.4% | +43.5% | -28.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling