+42.0%
SOFI vs CMG
+30.5%
+11.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.9% | -2.1% | -2.9% | -3.7% |
| 30D | -3.5% | +10.9% | -14.4% | -9.9% |
| 3M | +3.9% | +15.8% | -11.9% | -7.8% |
| 6M | -6.5% | +6.9% | -13.5% | -13.4% |
| YTD | -33.8% | -2.2% | -31.7% | -35.1% |
| 1Y | -33.3% | -7.1% | -26.2% | -33.6% |
| 3Y | +94.6% | -7.1% | +101.7% | +71.3% |
| 5Y | +13.3% | -4.8% | +18.1% | -2.3% |
| All | +42.0% | +30.5% | +11.4% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling