-19.8%
SOFI vs CMS
+35.4%
-55.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +3.6% | +7.4% | -3.8% | +1.6% |
| 3M | -9.7% | +1.9% | -11.5% | -10.2% |
| 6M | +3.9% | -2.3% | +6.3% | +4.0% |
| YTD | -37.5% | +3.0% | -40.4% | -38.9% |
| 1Y | -46.4% | -2.8% | -43.6% | -46.4% |
| 3Y | +135.9% | +37.9% | +98.0% | +99.5% |
| 5Y | -19.8% | +34.0% | -53.8% | -28.3% |
| All | -19.8% | +35.4% | -55.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling