+41.1%
SOFI vs CMS
+33.2%
+7.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -7.0% | -1.3% | -5.7% | -7.0% |
| 30D | -4.3% | -2.8% | -1.5% | -4.2% |
| 3M | +8.4% | -7.1% | +15.6% | +8.7% |
| 6M | -5.9% | -10.0% | +4.1% | -5.5% |
| YTD | -34.3% | -0.9% | -33.3% | -34.6% |
| 1Y | -32.6% | -2.0% | -30.6% | -32.8% |
| 3Y | +101.3% | +33.0% | +68.3% | +94.5% |
| 5Y | +12.6% | +24.3% | -11.7% | +13.1% |
| All | +41.1% | +33.2% | +7.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling