+42.0%
SOFI vs CME
+88.1%
-46.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -4.9% | -1.6% | -3.4% | -4.7% |
| 30D | -3.5% | +5.6% | -9.0% | -4.4% |
| 3M | +3.9% | +5.6% | -1.7% | +2.9% |
| 6M | -6.5% | -8.3% | +1.7% | -4.7% |
| YTD | -33.8% | +4.3% | -38.2% | -35.1% |
| 1Y | -33.3% | +9.1% | -42.4% | -35.6% |
| 3Y | +94.6% | +52.1% | +42.6% | +58.2% |
| 5Y | +13.3% | +79.7% | -66.4% | -15.1% |
| All | +42.0% | +88.1% | -46.1% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling