-40.8%
SOFI vs CMG
+12.0%
-52.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +1.8% |
| 7D | +1.4% | +22.5% | -21.1% | -5.2% |
| 30D | +9.2% | +14.1% | -4.9% | +4.3% |
| 3M | -7.1% | +4.1% | -11.1% | -8.6% |
| 6M | +7.3% | +10.1% | -2.8% | +1.2% |
| YTD | -33.6% | -4.9% | -28.7% | -32.4% |
| 1Y | -40.8% | +10.9% | -51.7% | -46.1% |
| All | -40.8% | +12.0% | -52.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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