+15.4%
SOFI vs CLX
-38.5%
+53.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | -4.9% | -5.7% | +0.8% | -4.3% |
| 30D | -3.5% | -17.0% | +13.6% | -1.4% |
| 3M | +3.9% | -9.7% | +13.6% | +5.1% |
| 6M | -6.5% | -19.8% | +13.3% | -4.2% |
| YTD | -33.8% | -9.8% | -24.0% | -33.5% |
| 1Y | -33.3% | -26.2% | -7.1% | -31.1% |
| 3Y | +94.6% | -36.2% | +130.8% | +102.9% |
| All | +15.4% | -38.5% | +53.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling