-33.3%
SOFI vs CMG
-6.5%
-26.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -4.9% | -2.1% | -2.9% | -4.2% |
| 30D | -3.5% | +10.9% | -14.4% | -7.1% |
| 3M | +3.9% | +15.8% | -11.9% | -3.0% |
| 6M | -6.5% | +6.9% | -13.5% | -10.0% |
| YTD | -33.8% | -2.2% | -31.7% | -33.8% |
| 1Y | -33.3% | -7.1% | -26.2% | -31.2% |
| All | -33.3% | -6.5% | -26.8% | -31.2% |
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