+42.0%
SOFI vs CMI
+178.9%
-137.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +3.9% | -14.8% | +18.7% | +16.1% |
| 6M | -6.5% | +0.8% | -7.3% | -10.8% |
| YTD | -33.8% | +10.2% | -44.0% | -42.4% |
| 1Y | -33.3% | +37.4% | -70.7% | -52.5% |
| 3Y | +94.6% | +153.3% | -58.7% | -15.0% |
| 5Y | +13.3% | +167.6% | -154.3% | -54.4% |
| All | +42.0% | +178.9% | -137.0% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling