-40.8%
SOFI vs CLF
+12.5%
-53.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.2% | +12.8% | +5.5% |
| 7D | +1.4% | -7.9% | +9.3% | +2.9% |
| 30D | +9.2% | +5.2% | +3.9% | +7.2% |
| 3M | -7.1% | +4.3% | -11.4% | -9.1% |
| 6M | +7.3% | +25.3% | -18.0% | -1.3% |
| YTD | -33.6% | -3.3% | -30.3% | -37.5% |
| 1Y | -40.8% | +20.2% | -61.0% | -56.4% |
| All | -40.8% | +12.5% | -53.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling