+94.6%
SOFI vs CMI
+150.2%
-55.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.3% |
| 7D | -4.9% | -0.7% | -4.2% | -4.4% |
| 30D | -3.5% | -12.4% | +8.9% | +6.9% |
| 3M | +3.9% | -14.8% | +18.7% | +16.1% |
| 6M | -6.5% | +0.8% | -7.3% | -12.0% |
| YTD | -33.8% | +10.2% | -44.0% | -44.2% |
| 1Y | -33.3% | +37.4% | -70.7% | -55.6% |
| 3Y | +94.6% | +153.3% | -58.7% | -33.5% |
| All | +94.6% | +150.2% | -55.6% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling