-33.3%
SOFI vs CLS
+37.8%
-71.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -5.9% | -0.9% |
| 7D | -4.9% | +10.9% | -15.9% | -7.4% |
| 30D | -3.5% | +2.1% | -5.5% | -4.3% |
| 3M | +3.9% | -10.2% | +14.1% | +4.9% |
| 6M | -6.5% | +30.4% | -36.9% | -15.9% |
| YTD | -33.8% | +17.2% | -51.1% | -40.0% |
| 1Y | -33.3% | +41.0% | -74.3% | -42.2% |
| All | -33.3% | +37.8% | -71.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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