+47.6%
SOFI vs CLX
-45.0%
+92.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +5.6% | -3.5% | +9.2% | +5.8% |
| 30D | -2.0% | -11.9% | +9.9% | -1.4% |
| 3M | +9.2% | -2.6% | +11.8% | +9.3% |
| 6M | -4.7% | -18.2% | +13.5% | -3.9% |
| YTD | -31.2% | -5.9% | -25.3% | -31.2% |
| 1Y | -30.6% | -23.8% | -6.8% | -29.9% |
| 3Y | +110.6% | -33.6% | +144.2% | +112.4% |
| 5Y | +16.4% | -35.7% | +52.1% | +12.0% |
| All | +47.6% | -45.0% | +92.6% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling