+119.0%
SOFI vs CME
+65.9%
+53.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.1% |
| 7D | -4.9% | +3.9% | -8.8% | -3.6% |
| 30D | +8.4% | +11.3% | -2.9% | +12.3% |
| 3M | -16.3% | +19.6% | -35.9% | -11.4% |
| 6M | +0.7% | +8.1% | -7.4% | +5.5% |
| YTD | -41.1% | +20.4% | -61.5% | -37.0% |
| 1Y | -45.7% | +16.5% | -62.2% | -42.4% |
| 3Y | +119.0% | +66.4% | +52.6% | +128.1% |
| All | +119.0% | +65.9% | +53.1% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling