-32.6%
SOFI vs CNH
+20.2%
-52.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -7.0% | -2.5% | -4.6% | -6.7% |
| 30D | -4.3% | +27.0% | -31.3% | -8.9% |
| 3M | +8.4% | +32.6% | -24.2% | +2.7% |
| 6M | -5.9% | +23.6% | -29.5% | -10.4% |
| YTD | -34.3% | +47.8% | -82.1% | -44.3% |
| 1Y | -32.6% | +21.3% | -53.8% | -35.6% |
| All | -32.6% | +20.2% | -52.8% | -35.6% |
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