+42.0%
SOFI vs CLF
-19.0%
+61.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -4.9% | -3.5% | -1.4% | -3.9% |
| 30D | -3.5% | -1.6% | -1.9% | -3.1% |
| 3M | +3.9% | -12.0% | +15.9% | +6.6% |
| 6M | -6.5% | +30.0% | -36.5% | -16.0% |
| YTD | -33.8% | -9.2% | -24.7% | -34.7% |
| 1Y | -33.3% | +2.3% | -35.6% | -37.4% |
| 3Y | +94.6% | -14.4% | +109.0% | +79.4% |
| 5Y | +13.3% | -48.3% | +61.6% | +14.6% |
| All | +42.0% | -19.0% | +61.0% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling