-33.3%
SOFI vs CLX
-25.9%
-7.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.6% |
| 7D | -4.9% | -5.7% | +0.8% | -5.0% |
| 30D | -3.5% | -17.0% | +13.6% | -3.7% |
| 3M | +3.9% | -9.7% | +13.6% | +3.6% |
| 6M | -6.5% | -19.8% | +13.3% | -8.1% |
| YTD | -33.8% | -9.8% | -24.0% | -34.1% |
| 1Y | -33.3% | -26.2% | -7.1% | -39.9% |
| All | -33.3% | -25.9% | -7.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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