+33.4%
SOFI vs CMS
+38.1%
-4.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -6.4% | -1.1% | -5.3% | -6.4% |
| 30D | +6.8% | +6.6% | +0.3% | +6.6% |
| 3M | -9.5% | +0.8% | -10.3% | -9.6% |
| 6M | +0.1% | -3.3% | +3.4% | +0.1% |
| YTD | -37.9% | +2.7% | -40.6% | -38.2% |
| 1Y | -47.4% | -4.0% | -43.4% | -47.4% |
| 3Y | +134.4% | +37.6% | +96.8% | +126.2% |
| 5Y | -29.2% | +35.4% | -64.6% | -24.3% |
| All | +33.4% | +38.1% | -4.7% | +35.5% |
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