+26.4%
SOFI vs CLF
-15.0%
+41.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.4% |
| 7D | -4.9% | +10.4% | -15.3% | -7.7% |
| 30D | +8.4% | +0.6% | +7.9% | +7.0% |
| 3M | -16.3% | +4.1% | -20.4% | -18.8% |
| 6M | +0.7% | +15.1% | -14.4% | -7.0% |
| YTD | -41.1% | -4.7% | -36.4% | -43.6% |
| 1Y | -45.7% | +20.4% | -66.0% | -51.8% |
| 3Y | +119.0% | -23.4% | +142.4% | +105.6% |
| 5Y | -32.2% | -43.3% | +11.0% | -33.7% |
| All | +26.4% | -15.0% | +41.4% | +13.4% |
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 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