-40.8%
SOFI vs CME
+19.8%
-60.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +4.3% |
| 7D | +1.4% | +4.8% | -3.4% | +3.7% |
| 30D | +9.2% | +14.2% | -5.0% | +15.2% |
| 3M | -7.1% | +17.9% | -25.0% | -0.6% |
| 6M | +7.3% | +7.2% | 0.0% | +13.4% |
| YTD | -33.6% | +16.7% | -50.3% | -31.4% |
| 1Y | -40.8% | +19.6% | -60.4% | -38.4% |
| All | -40.8% | +19.8% | -60.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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