+42.0%
SOFI vs CNC
+5.7%
+36.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.7% |
| 7D | -2.9% | -4.9% | +2.0% | -2.3% |
| 30D | -4.4% | -3.8% | -0.6% | -4.0% |
| 3M | +5.2% | -3.2% | +8.5% | +5.5% |
| 6M | -7.8% | +47.9% | -55.6% | -12.2% |
| YTD | -33.8% | +55.7% | -89.5% | -37.6% |
| 1Y | -33.3% | +106.2% | -139.5% | -39.6% |
| 3Y | +102.7% | -2.1% | +104.8% | +98.8% |
| 5Y | +10.5% | +3.4% | +7.1% | +6.6% |
| All | +42.0% | +5.7% | +36.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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