-40.8%
SOFI vs CMI
+10.9%
-51.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.8% | +9.4% | +6.2% |
| 7D | +1.4% | -11.2% | +12.6% | +6.7% |
| 30D | +9.2% | -9.8% | +19.0% | +14.1% |
| 3M | -7.1% | -25.5% | +18.5% | +5.8% |
| 6M | +7.3% | -27.7% | +34.9% | +21.4% |
| YTD | -33.6% | -6.6% | -27.0% | -36.5% |
| 1Y | -40.8% | +11.7% | -52.5% | -51.7% |
| All | -40.8% | +10.9% | -51.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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