+94.7%
SOFI vs CNH
+9.4%
+85.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.9% |
| 7D | -2.9% | +1.8% | -4.7% | -4.0% |
| 30D | -4.4% | +32.6% | -37.0% | -18.1% |
| 3M | +5.2% | +29.4% | -24.2% | -9.2% |
| 6M | -7.8% | +26.0% | -33.8% | -20.7% |
| YTD | -33.8% | +52.2% | -86.0% | -51.1% |
| 1Y | -33.3% | +23.9% | -57.1% | -43.0% |
| All | +94.7% | +9.4% | +85.3% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling