-45.7%
SOFI vs CNH
+16.6%
-62.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -4.9% | +3.0% | -7.9% | -5.3% |
| 30D | +8.4% | -0.6% | +9.0% | +8.5% |
| 3M | -16.3% | +14.6% | -31.0% | -18.4% |
| 6M | +0.7% | +11.8% | -11.0% | -0.9% |
| YTD | -41.1% | +30.4% | -71.5% | -48.1% |
| 1Y | -45.7% | +19.1% | -64.7% | -50.0% |
| All | -45.7% | +16.6% | -62.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling