+47.6%
SOFI vs CME
+89.0%
-41.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +5.6% | -2.9% | +8.5% | +6.0% |
| 30D | -2.0% | +5.5% | -7.5% | -2.9% |
| 3M | +9.2% | +11.0% | -1.8% | +6.9% |
| 6M | -4.7% | -9.7% | +5.0% | -2.4% |
| YTD | -31.2% | +4.9% | -36.1% | -32.6% |
| 1Y | -30.6% | +10.1% | -40.7% | -33.1% |
| 3Y | +110.6% | +53.5% | +57.1% | +70.8% |
| 5Y | +16.4% | +77.2% | -60.7% | -12.3% |
| All | +47.6% | +89.0% | -41.4% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling