-32.7%
SOFI vs CNH
-17.7%
-15.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -4.9% | +3.0% | -7.9% | -6.7% |
| 30D | +8.4% | -0.6% | +9.0% | +8.3% |
| 3M | -16.3% | +14.6% | -31.0% | -24.7% |
| 6M | +0.7% | +11.8% | -11.0% | -9.8% |
| YTD | -41.1% | +30.4% | -71.5% | -54.1% |
| 1Y | -45.7% | +19.1% | -64.7% | -55.0% |
| 3Y | +119.0% | +30.2% | +88.9% | +67.0% |
| All | -32.7% | -17.7% | -15.0% | -33.6% |
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 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