+49.3%
SOFI vs CLF
-16.1%
+65.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | +0.9% | +7.6% | -6.7% | -1.4% |
| 30D | -0.2% | -1.2% | +1.0% | 0.0% |
| 3M | +6.2% | -13.4% | +19.6% | +9.4% |
| 6M | -2.6% | +15.4% | -18.0% | -9.2% |
| YTD | -30.4% | -5.9% | -24.5% | -32.0% |
| 1Y | -28.2% | +18.8% | -47.0% | -35.9% |
| 3Y | +107.3% | -19.4% | +126.7% | +94.5% |
| 5Y | +20.2% | -47.7% | +67.9% | +20.8% |
| All | +49.3% | -16.1% | +65.4% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling