+13.3%
SOFI vs CNH
+12.0%
+1.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -5.0% |
| 7D | -2.9% | +1.8% | -4.7% | -4.1% |
| 30D | -4.4% | +32.6% | -37.0% | -19.9% |
| 3M | +5.2% | +29.4% | -24.2% | -11.2% |
| 6M | -7.8% | +26.0% | -33.8% | -22.8% |
| YTD | -33.8% | +52.2% | -86.0% | -52.3% |
| 1Y | -33.3% | +23.9% | -57.1% | -44.6% |
| 3Y | +102.7% | +10.1% | +92.6% | +77.8% |
| All | +13.3% | +12.0% | +1.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling